Robust LassoNet: Enhancing Feature Selection in Neural Networks via Robust Loss Functions

Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature supports and degraded generalization. Although adversarial training has been widely used to improve model robustness, its interaction with hierarchical sparse feature selection remains underexplored. In this work, we propose Adversarial LassoNet (AdLNet), a stability-driven sparse feature selection framework that integrates input-space adversarial perturbations with the hierarchical sparsity mechanism of LassoNet. We derive a tractable first-order adversarial approximation under local smoothness assumptions and provide an NTK-inspired spectral analysis to characterize how perturbation-driven training can reduce gradient concentration. Experiments on high-dimensional SERS data, six public benchmark datasets, and ColoredMNIST show that AdLNet maintains competitive sparse-selection performance while improving out-of-distribution robustness by 4.4% and feature support reproducibility by 6.3% under nearly matched support sparsity on ColoredMNIST. On the high-dimensional lung cancer screening dataset, AdLNet achieves a 5.3% test accuracy gain and a 6.0% AUC improvement over vanilla LassoNet. Code and dataset are available at https://github.com/719573/Adversarial-LassoNet.

Most real-world datasets used for training supervised learning models are contaminated with noisy data and outliers leading to large prediction errors. This paper proposes a new approach for achieving robustness where the learning rate is modulated by a factor that is sensitive to outliers. In this approach a reduction of the learning rate is shown to be achieved by using alternate loss functions that are infinitely differentiable, strictly convex or quasiconvex and more closely approximate the absolute error than Huber and log-cosh losses. A comparison of the performance of regression models trained with different loss functions on a wide variety of benchmarks and datasets is presented to demonstrate the superior performance of the Square Root Loss (SRL) and Smooth Mean Absolute Error (SMAE) losses proposed in this paper. Two new robust linear regression models are presented. Highly vectorized robust parameter update formulae that take advantage of modern GPUs for both stochastic and batch gradient descent are presented.

Broad Learning System (BLS) offers an efficient alternative to deep architectures by enabling fast learning through randomized feature mapping and closed-form solutions. However, its reliance on squared error loss makes it highly sensitive to noise, outliers, and corrupted labels, limiting its reliability in real-world scenarios. To address this limitation, we propose Wave-BLS, a robust broad learning framework that integrates the wave loss function, which is asymmetric, bounded, and smooth, enabling controlled penalization of large errors. The proposed formulation replaces the standard least-squares objective with a wave-loss-based optimization problem, solved efficiently using a Nesterov accelerated gradient (NAG)-based scheme without requiring matrix inversion, thereby improving scalability. Extensive experiments on 30 UCI benchmark datasets demonstrate that Wave-BLS consistently outperforms classical BLS and several robust variants. Statistical validation using Friedman and Nemenyi post-hoc tests confirms the significance of the observed improvements. Furthermore, robustness evaluations under controlled noise and outlier injection reveal that Wave-BLS exhibits substantially slower performance degradation compared to BLS, even in challenging contamination settings. These results establish Wave-BLS as a stable and robust alternative to existing broad learning models for learning under data uncertainty.