Score-Preserving Continual Lasso under Task Shift
Abstract
Continual learning (CL) aims to learn from sequential tasks while mitigating catastrophic forgetting when historical data are no longer accessible. We study continual learning for high-dimensional sparse linear regression, where $\ell_1$ regularization creates a difficulty absent from continual ridge regression: that recursively reusing an $\ell_1$-penalized estimator can propagate earlier shrinkage and accumulate regularization bias across tasks. We propose score-preserving continual Lasso (SP-CL), which separates sparse estimation from state transmission by preserving the historical squared-loss score. Under squared loss, its cumulative estimator exactly recovers a full-history Lasso minimizer. When task coefficients coincide, it inherits the full-history sparse rate. For related task-specific coefficients, SP-CL uses a regularized current-task correction that leaves the transmitted state unchanged and attains the offline source-assisted rate under an oracle related-task condition. We also derive Overall/BWT/FWT decompositions that distinguish historical information loss, task conflict, and current-task specialization, and validate the resulting regimes in simulation.
