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Nilton Rojas

Publications and source records attributed to Nilton Rojas.

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A simple algorithm for output range analysis for deep neural networks

This paper presents a novel approach for the output range estimation problem in Deep Neural Networks (DNNs) by integrating a Simulated Annealing (SA) algorithm tailored to operate within constrained domains and ensure convergence towards global optima. The method effectively addresses the challenges posed by the lack of local geometric information and the high non-linearity inherent to DNNs, making it applicable to a wide variety of architectures, with a special focus on Residual Networks (ResNets) due to their practical importance. Unlike existing methods, our algorithm imposes minimal assumptions on the internal architecture of neural networks, thereby extending its usability to complex models. Theoretical analysis guarantees convergence, while extensive empirical evaluations-including optimization tests involving functions with multiple local minima-demonstrate the robustness of our algorithm in navigating non-convex response surfaces. The experimental results highlight the algorithm's efficiency in accurately estimating DNN output ranges, even in scenarios characterized by high non-linearity and complex constraints. For reproducibility, Python codes and datasets used in the experiments are publicly available through our GitHub repository.

cs.LG

Statistical Hypothesis Testing for Information Value (IV)

Information Value (IV) is a widely used technique for feature selection prior to the modeling phase, particularly in credit scoring and related domains. However, conventional IV-based practices rely on fixed empirical thresholds, which lack statistical justification and may be sensitive to characteristics such as class imbalance. In this work, we develop a formal statistical framework for IV by establishing its connection with Jeffreys divergence and propose a novel nonparametric hypothesis test, referred to as the J-Divergence test. Our method provides rigorous asymptotic guarantees and enables interpretable decisions based on \(p\)-values. Numerical experiments, including synthetic and real-world data, demonstrate that the proposed test is more reliable than traditional IV thresholding, particularly under strong imbalance. The test is model-agnostic, computationally efficient, and well-suited for the pre-modeling phase in high-dimensional or imbalanced settings. An open-source Python library is provided for reproducibility and practical adoption.

math.ST