Sign compatibility of LAR and Lasso
= Sign compatibility of LAR and Lasso
If every nonzero active coefficient has the sign of its residual score along the <least angle regression> path, the <LAR active correlation invariant> and inactive bounds give the <Karush-Kuhn-Tucker conditions for the Lasso>. A unique <Lasso> solution then equals the LAR path. Zero coefficients use a <subgradient> interval; literal sign equality with sign(0)=0 is not appropriate for a newly entering coefficient at a positive knot.