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Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version

Leão, Dorival, Ohashi, Alberto, Scotti, Simone, da Silva, Adolfo M. D

arXiv.org Machine Learning

This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations, rough-volatility hedging, and systems driven by fractional Brownian motion. Building on the discrete skeleton approach developed in earlier work, we propose a Monte Carlo learning methodology for the associated embedded backward dynamic programming equation. Our main contribution is twofold. First, we construct explicit dominating training laws and Radon--Nikodym weights for several representative classes of non-Markovian controlled systems. This yields an off-model training architecture in which a fixed synthetic dataset is generated under a reference law, while the dynamic programming operators associated with a target model are recovered by importance sampling. Second, we use this structure to design an adaptive update mechanism under parametric model uncertainty, so that repeated recalibration can be performed by reweighting the same training sample rather than regenerating new trajectories. For fixed parameters, we establish non-asymptotic error bounds for the approximation of the embedded dynamic programming equation via deep neural networks. For adaptive learning, we derive quantitative estimates that separate Monte Carlo approximation error from model-risk error. Numerical experiments illustrate both the off-model training mechanism and the adaptive importance-sampling update in structured linear-quadratic examples.


Logical Characterizations of Recurrent Graph Neural Networks with Reals and Floats

Neural Information Processing Systems

In pioneering work from 2019, Barceló and coauthors identified logics that precisely match the expressive power of constant iteration-depth graph neural networks (GNNs) relative to properties definable in first-order logic. In this article, we give exact logical characterizations of recurrent GNNs in two scenarios: (1) in the setting with floating-point numbers and (2) with reals. For floats, the formalism matching recurrent GNNs is a rule-based modal logic with counting, while for reals we use a suitable infinitary modal logic, also with counting. These results give exact matches between logics and GNNs in the recurrent setting without rel-ativising to a background logic in either case, but using some natural assumptions about floating-point arithmetic. Applying our characterizations, we also prove that, relative to graph properties definable in monadic second-order logic (MSO), our infinitary and rule-based logics are equally expressive. This implies that recurrent GNNs with reals and floats have the same expressive power over MSO-definable properties and shows that, for such properties, also recurrent GNNs with reals are characterized by a (finitary!)








Overview of the 17th International Joint Conference on Computational Intelligence

Interactive AI Magazine

IJCCI 2025 (17th International Joint Conference on Computational Intelligence) received 146 paper submissions from 41 countries. To evaluate each submission, a double-blind paper review was performed by the Program Committee. After a stringent selection process, 36 papers were published and presented as full papers, i.e. completed work (12 pages/25' oral presentation), 83 papers were accepted as short papers (58 as oral presentation). The organizing committee included the IJCCI Conference Chair: Joaquim Filipe, Polytechnic Institute of Setubal, Portugal, and the IJCCI 2025 Program Chairs: Francesco Marcelloni, University of Pisa, Italy, Kurosh Madani, University of Paris-EST Créteil (UPEC), France, and Niki van Stein, Leiden University, Netherlands. At the closing session, the conference acknowledged a few papers that were considered excellent in their class, presenting a "Best Paper Award", "Best Student Paper Award", and "Best Poster Award" for each of the co-located conferences.


A Doubly Robust Machine Learning Approach for Disentangling Treatment Effect Heterogeneity with Functional Outcomes

Salmaso, Filippo, Testa, Lorenzo, Chiaromonte, Francesca

arXiv.org Machine Learning

Causal inference is paramount for understanding the effects of interventions, yet extracting personalized insights from increasingly complex data remains a significant challenge for modern machine learning. This is the case, in particular, when considering functional outcomes observed over a continuous domain (e.g., time, or space). Estimation of heterogeneous treatment effects, known as CATE, has emerged as a crucial tool for personalized decision-making, but existing meta-learning frameworks are largely limited to scalar outcomes, failing to provide satisfying results in scientific applications that leverage the rich, continuous information encoded in functional data. Here, we introduce FOCaL (Functional Outcome Causal Learning), a novel, doubly robust meta-learner specifically engineered to estimate a functional heterogeneous treatment effect (F-CATE). FOCaL integrates advanced functional regression techniques for both outcome modeling and functional pseudo-outcome reconstruction, thereby enabling the direct and robust estimation of F-CATE. We provide a rigorous theoretical derivation of FOCaL, demonstrate its performance and robustness compared to existing non-robust functional methods through comprehensive simulation studies, and illustrate its practical utility on diverse real-world functional datasets. FOCaL advances the capabilities of machine intelligence to infer nuanced, individualized causal effects from complex data, paving the way for more precise and trustworthy AI systems in personalized medicine, adaptive policy design, and fundamental scientific discovery.