Lasso Condition Number

Lasso condition number research focuses on understanding and mitigating the instability and computational challenges associated with Lasso regression, a widely used technique for high-dimensional sparse data analysis. Current research investigates the impact of data properties, such as the design matrix's condition number and the presence of adversarial noise, on Lasso's performance and stability, often employing asymptotic analysis and primal-dual witness methods. These studies aim to improve the reliability and efficiency of Lasso-based feature selection and variable selection algorithms, with implications for various fields including machine learning, bioinformatics, and signal processing. A key goal is developing robust algorithms that provide trustworthy results even under challenging data conditions.

Papers