To correct power factor you can do what it appears the LED manufactures have done to at least some of their products.
Add capacitence to the LED circuit.
Or just not buy that particular LED any more. Best way to get LEDs that run a good power factor is to find them on here or buy one and test it. If its got a .5pf, try to return it, if its got <0.9pf then get more of them.
If its more than .5 but not .9, kind of up to you.

Well it appears the CFLs do not have lagging power factor.
Looks like the current is nothing but pure phase distortion, meaning you cant correct the power factor with a capacitor like you can on a motor or welder, adding a capacitor just makes the power factor worse.
Only way I can see to fix this problem is to go with LEDs.