On Quasi-Newton Forward--Backward Splitting: Proximal Calculus and Convergence

We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a highly efficient evaluation of the proximal mapping. The key to this efficiency is a general proximal calculus in the new metric. By using duality, formulas are derived that relate the proximal mapping in a rank-$r$ modified metric to the original metric. We also describe efficient implementations of the proximity calculation for a large class of functions; the implementations exploit the piece-wise linear nature of the dual problem. Then, we apply these results to acceleration of composite convex minimization problems, which leads to elegant quasi-Newton methods for which we prove convergence. The algorithm is tested on several numerical examples and compared to a comprehensive list of alternatives in the literature. Our quasi-Newton splitting algorithm with the prescribed metric compares favorably against state-of-the-art. The algorithm has extensive applications including signal processing, sparse recovery, machine learning and classification to name a few.Comment: arXiv admin note: text overlap with arXiv:1206.115

Analysis of a Custom Support Vector Machine for Photometric Redshift Estimation and the Inclusion of Galaxy Shape Information

Aims: We present a custom support vector machine classification package for photometric redshift estimation, including comparisons with other methods. We also explore the efficacy of including galaxy shape information in redshift estimation. Support vector machines, a type of machine learning, utilize optimization theory and supervised learning algorithms to construct predictive models based on the information content of data in a way that can treat different input features symmetrically. Methods: The custom support vector machine package we have developed is designated SPIDERz and made available to the community. As test data for evaluating performance and comparison with other methods, we apply SPIDERz to four distinct data sets: 1) the publicly available portion of the PHAT-1 catalog based on the GOODS-N field with spectroscopic redshifts in the range $z < 3.6$, 2) 14365 galaxies from the COSMOS bright survey with photometric band magnitudes, morphology, and spectroscopic redshifts inside $z < 1.4$, 3) 3048 galaxies from the overlap of COSMOS photometry and morphology with 3D-HST spectroscopy extending to $z < 3.9$, and 4) 2612 galaxies with five-band photometric magnitudes and morphology from the All-wavelength Extended Groth Strip International Survey and $z < 1.57$. Results: We find that SPIDER-z achieves results competitive with other empirical packages on the PHAT-1 data, and performs quite well in estimating redshifts with the COSMOS and AEGIS data, including in the cases of a large redshift range ($0 < z < 3.9$). We also determine from analyses with both the COSMOS and AEGIS data that the inclusion of morphological information does not have a statistically significant benefit for photometric redshift estimation with the techniques employed here.Comment: Submitted to A&A, 11 pages, 10 figures, 1 table, updated to version in revisio