The relations between features are denoted as R, which is provided to the proposed algorithm and used to estimate α. R denotes a pairwise dependence relation between features.
if there are m features in total, 1 Oracle property (Fan and Li , 2001) is satisfied if the optimization problem can correctly select the nonzero weights with probability converging to one and the estimators of the nonzero weights are asymptotically normal with the same means and covariance that they would have if the zero coefficients were known in advance.