Lasso Regression Assumptions These are the linear regression assumptions:

Linearity: The relationship between X and the mean of Y is linear.
Homoscedasticity: The variance of residual is the same for any value of X.
Independence: Observations are independent of each other.
Normality: For any fixed value of X, Y is normally distributed.

Do they apply to Lasso Regression, too?

*

*Normality is not an assumption of linear regression.


*Yes, they do.  Lasso regression is a linear regression with a penalty term on the magnitude of the coefficients; the penalty term in no way affects the structure of the underlying model (linearity, independence, homoskedasticity) and the assumptions are the same.
