arXiv subjects

Francesco Trovò

Publications and source records attributed to Francesco Trovò.

At least 19 recordsLinked to original sources

arXiv2026

A Contrastive Variational AutoEncoder for NSCLC Survival Prediction with Missing Modalities

Predicting survival outcomes for non-small cell lung cancer (NSCLC) patients is challenging due to the different individual prognostic features. This task can benefit from the integration of whole-slide images, bulk transcriptomics, and DNA methylation, which offer complementary views of the patient's condition at diagnosis. However, real-world clinical datasets are often incomplete, with entire modalities missing for a significant fraction of patients. State-of-the-art models rely on available data to create patient-level representations or use generative models to infer missing modalities, but they lack robustness in cases of severe missingness. We propose a Multimodal Contrastive Variational AutoEncoder (MCVAE) to address this issue: modality-specific variational encoders capture the uncertainty in each data source, and a fusion bottleneck with learned gating mechanisms is introduced to normalize the contributions from present modalities. We propose a multi-task objective that combines survival loss and reconstruction loss to regularize patient representations, along with a cross-modal contrastive loss that enforces cross-modal alignment in the latent space. During training, we apply stochastic modality masking to improve the robustness to arbitrary missingness patterns. Extensive evaluations on the TCGA-LUAD (n=475) and TCGA-LUSC (n=446) datasets demonstrate the efficacy of our approach in predicting disease-specific survival (DSS) and its robustness to severe missingness scenarios compared to two state-of-the-art models. Finally, we bring some clarifications on multimodal integration by testing our model on all subsets of modalities, finding that integration is not always beneficial to the task.

cs.AI↗

arXiv2025

Safe Online Bid Optimization with Return on Investment and Budget Constraints

In online marketing, the advertisers aim to balance achieving high volumes and high profitability. The companies' business units address this tradeoff by maximizing the volumes while guaranteeing a minimum Return On Investment (ROI) level. Such a task can be naturally modeled as a combinatorial optimization problem subject to ROI and budget constraints that can be solved online. In this picture, the learner's uncertainty over the constraints' parameters plays a crucial role since the algorithms' exploration choices might lead to their violation during the entire learning process. Such violations represent a major obstacle to adopting online techniques in real-world applications. Thus, controlling the algorithms' exploration during learning is paramount to making humans trust online learning tools. This paper studies the nature of both optimization and learning problems. In particular, we show that the learning problem is inapproximable within any factor (unless P = NP) and provide a pseudo-polynomial-time algorithm to solve its discretized version. Subsequently, we prove that no online learning algorithm can violate the (ROI or budget) constraints a sublinear number of times during the learning process while guaranteeing a sublinear regret. We provide the $GCB$ algorithm that guarantees sublinear regret at the cost of a linear number of constraint violations and $GCB_{safe}$ that guarantees w.h.p. a constant upper bound on the number of constraint violations at the cost of a linear regret. Moreover, we designed $GCB_{safe}(ψ,ϕ)$, which guarantees both sublinear regret and safety w.h.p. at the cost of accepting tolerances $ψ$ and $ϕ$ in the satisfaction of the ROI and budget constraints, respectively. Finally, we provide experimental results to compare the regret and constraint violations of $GCB$, $GCB_{safe}$, and $GCB_{safe}(ψ,ϕ)$.

cs.LG↗

arXiv2025

LeakSealer: A Semisupervised Defense for LLMs Against Prompt Injection and Leakage Attacks

The generalization capabilities of Large Language Models (LLMs) have led to their widespread deployment across various applications. However, this increased adoption has introduced several security threats, notably in the forms of jailbreaking and data leakage attacks. Additionally, Retrieval Augmented Generation (RAG), while enhancing context-awareness in LLM responses, has inadvertently introduced vulnerabilities that can result in the leakage of sensitive information. Our contributions are twofold. First, we introduce a methodology to analyze historical interaction data from an LLM system, enabling the generation of usage maps categorized by topics (including adversarial interactions). This approach further provides forensic insights for tracking the evolution of jailbreaking attack patterns. Second, we propose LeakSealer, a model-agnostic framework that combines static analysis for forensic insights with dynamic defenses in a Human-In-The-Loop (HITL) pipeline. This technique identifies topic groups and detects anomalous patterns, allowing for proactive defense mechanisms. We empirically evaluate LeakSealer under two scenarios: (1) jailbreak attempts, employing a public benchmark dataset, and (2) PII leakage, supported by a curated dataset of labeled LLM interactions. In the static setting, LeakSealer achieves the highest precision and recall on the ToxicChat dataset when identifying prompt injection. In the dynamic setting, PII leakage detection achieves an AUPRC of $0.97$, significantly outperforming baselines such as Llama Guard.

cs.CR↗

arXiv2025

Gym4ReaL: A Suite for Benchmarking Real-World Reinforcement Learning

In recent years, \emph{Reinforcement Learning} (RL) has made remarkable progress, achieving superhuman performance in a wide range of simulated environments. As research moves toward deploying RL in real-world applications, the field faces a new set of challenges inherent to real-world settings, such as large state-action spaces, non-stationarity, and partial observability. Despite their importance, these challenges are often underexplored in current benchmarks, which tend to focus on idealized, fully observable, and stationary environments, often neglecting to incorporate real-world complexities explicitly. In this paper, we introduce \texttt{Gym4ReaL}, a comprehensive suite of realistic environments designed to support the development and evaluation of RL algorithms that can operate in real-world scenarios. The suite includes a diverse set of tasks that expose algorithms to a variety of practical challenges. Our experimental results show that, in these settings, standard RL algorithms confirm their competitiveness against rule-based benchmarks, motivating the development of new methods to fully exploit the potential of RL to tackle the complexities of real-world tasks.

cs.LG↗

arXiv2025

A Reinforcement Learning Approach for Optimal Control in Microgrids

The increasing integration of renewable energy sources (RESs) is transforming traditional power grid networks, which require new approaches for managing decentralized energy production and consumption. Microgrids (MGs) provide a promising solution by enabling localized control over energy generation, storage, and distribution. This paper presents a novel reinforcement learning (RL)-based methodology for optimizing microgrid energy management. Specifically, we propose an RL agent that learns optimal energy trading and storage policies by leveraging historical data on energy production, consumption, and market prices. A digital twin (DT) is used to simulate the energy storage system dynamics, incorporating degradation factors to ensure a realistic emulation of the analysed setting. Our approach is validated through an experimental campaign using real-world data from a power grid located in the Italian territory. The results indicate that the proposed RL-based strategy outperforms rule-based methods and existing RL benchmarks, offering a robust solution for intelligent microgrid management.

cs.LG↗

arXiv2025

Sliding-Window Thompson Sampling for Non-Stationary Settings

Non-stationary multi-armed bandits (NS-MABs) model sequential decision-making problems in which the expected rewards of a set of actions, a.k.a.~arms, evolve over time. In this paper, we fill a gap in the literature by providing a novel analysis of Thompson sampling-inspired (TS) algorithms for NS-MABs that both corrects and generalizes existing work. Specifically, we study the cumulative frequentist regret of two algorithms based on sliding-window TS approaches with different priors, namely $\textit{Beta-SWTS}$ and $\textit{$γ$-SWGTS}$. We derive a unifying regret upper bound for these algorithms that applies to any arbitrary NS-MAB (with either Bernoulli or subgaussian rewards). Our result introduces new indices that capture the inherent sources of complexity in the learning problem. Then, we specialize our general result to two of the most common NS-MAB settings: the $\textit{abruptly changing}$ and the $\textit{smoothly changing}$ environments, showing that it matches state-of-the-art results. Finally, we evaluate the performance of the analyzed algorithms in simulated environments and compare them with state-of-the-art approaches for NS-MABs.

stat.ML↗

arXiv2025

Thompson Sampling-like Algorithms for Stochastic Rising Bandits

Stochastic rising rested bandit (SRRB) is a setting where the arms' expected rewards increase as they are pulled. It models scenarios in which the performances of the different options grow as an effect of an underlying learning process (e.g., online model selection). Even if the bandit literature provides specifically crafted algorithms based on upper-confidence bounds for such a setting, no study about Thompson sampling TS-like algorithms has been performed so far. The strong regularity of the expected rewards in the SRRB setting suggests that specific instances may be tackled effectively using adapted and sliding-window TS approaches. This work provides novel regret analyses for such algorithms in SRRBs, highlighting the challenges and providing new technical tools of independent interest. Our results allow us to identify under which assumptions TS-like algorithms succeed in achieving sublinear regret and which properties of the environment govern the complexity of the regret minimization problem when approached with TS. Furthermore, we provide a regret lower bound based on a complexity index we introduce. Finally, we conduct numerical simulations comparing TS-like algorithms with state-of-the-art approaches for SRRBs in synthetic and real-world settings.

stat.ML↗

arXiv2024

Constrained Phi-Equilibria

The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their strategies, such as, e.g., safety requirements and budget caps. Computational studies on constrained versions of the Nash equilibrium have lead to some results under very stringent assumptions, while finding constrained versions of the correlated equilibrium (CE) is still unexplored. In this paper, we introduce and computationally characterize constrained Phi-equilibria -- a more general notion than constrained CEs -- in normal-form games. We show that computing such equilibria is in general computationally intractable, and also that the set of the equilibria may not be convex, providing a sharp divide with unconstrained CEs. Nevertheless, we provide a polynomial-time algorithm for computing a constrained (approximate) Phi-equilibrium maximizing a given linear function, when either the number of constraints or that of players' actions is fixed. Moreover, in the special case in which a player's constraints do not depend on other players' strategies, we show that an exact, function-maximizing equilibrium can be computed in polynomial time, while one (approximate) equilibrium can be found with an efficient decentralized no-regret learning algorithm.

cs.GT↗

arXiv2023

Optimal Rates and Efficient Algorithms for Online Bayesian Persuasion

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender repeatedly faces one or more receivers with unknown and adversarially selected types. First, we show how to obtain a tight $\tilde O(T^{1/2})$ regret bound in the case in which the sender faces a single receiver and has partial feedback, improving over the best previously known bound of $\tilde O(T^{4/5})$. Then, we provide the first no-regret guarantees for the multi-receiver setting under partial feedback. Finally, we show how to design no-regret algorithms with polynomial per-iteration running time by exploiting type reporting, thereby circumventing known intractability results on online Bayesian persuasion. We provide efficient algorithms guaranteeing a $O(T^{1/2})$ regret upper bound both in the single- and multi-receiver scenario when type reporting is allowed.

cs.GT↗

arXiv2022

Stochastic Rising Bandits

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested and restless bandits in which the arms' expected payoff is monotonically non-decreasing. This characteristic allows designing specifically crafted algorithms that exploit the regularity of the payoffs to provide tight regret bounds. We design an algorithm for the rested case (R-ed-UCB) and one for the restless case (R-less-UCB), providing a regret bound depending on the properties of the instance and, under certain circumstances, of $\widetilde{\mathcal{O}}(T^{\frac{2}{3}})$. We empirically compare our algorithms with state-of-the-art methods for non-stationary MABs over several synthetically generated tasks and an online model selection problem for a real-world dataset. Finally, using synthetic and real-world data, we illustrate the effectiveness of the proposed approaches compared with state-of-the-art algorithms for the non-stationary bandits.

cs.LG↗

arXiv2022

Dynamic Pricing with Volume Discounts in Online Settings

According to the main international reports, more pervasive industrial and business-process automation, thanks to machine learning and advanced analytic tools, will unlock more than 14 trillion USD worldwide annually by 2030. In the specific case of pricing problems-which constitute the class of problems we investigate in this paper-, the estimated unlocked value will be about 0.5 trillion USD per year. In particular, this paper focuses on pricing in e-commerce when the objective function is profit maximization and only transaction data are available. This setting is one of the most common in real-world applications. Our work aims to find a pricing strategy that allows defining optimal prices at different volume thresholds to serve different classes of users. Furthermore, we face the major challenge, common in real-world settings, of dealing with limited data available. We design a two-phase online learning algorithm, namely PVD-B, capable of exploiting the data incrementally in an online fashion. The algorithm first estimates the demand curve and retrieves the optimal average price, and subsequently it offers discounts to differentiate the prices for each volume threshold. We ran a real-world 4-month-long A/B testing experiment in collaboration with an Italian e-commerce company, in which our algorithm PVD-B-corresponding to A configuration-has been compared with human pricing specialists-corresponding to B configuration. At the end of the experiment, our algorithm produced a total turnover of about 300 KEuros, outperforming the B configuration performance by about 55%. The Italian company we collaborated with decided to adopt our algorithm for more than 1,200 products since January 2022.

cs.LG↗

arXiv2022

Last-iterate Convergence to Trembling-hand Perfect Equilibria

Designing efficient algorithms to find Nash equilibrium (NE) refinements in sequential games is of paramount importance in practice. Indeed, it is well known that the NE has several weaknesses, since it may prescribe to play sub-optimal actions in those parts of the game that are never reached at the equilibrium. NE refinements, such as the extensive-form perfect equilibrium (EFPE), amend such weaknesses by accounting for the possibility of players' mistakes. This is crucial in real-world applications, where bounded rationality players are usually involved, and it turns out being useful also in boosting the performances of superhuman agents for recreational games like Poker. Nevertheless, only few works addressed the problem of computing NE refinements. Most of them propose algorithms finding exact NE refinements by means of linear programming, and, thus, these do not have the potential of scaling up to real-world-size games. On the other hand, existing iterative algorithms that exploit the tree structure of sequential games only provide convergence guarantees to approximate refinements. In this paper, we provide the first efficient last-iterate algorithm that provably converges to an EFPE in two-player zero-sum sequential games with imperfect information. Our algorithm works by tracking a sequence of equilibria of suitably-defined, regularized-perturbed games. In order to do that, it uses a procedure that is tailored to converge last-iterate to the equilibria of such games. Crucially, the updates performed by such a procedure can be performed efficiently by visiting the game tree, thus making our algorithm potentially more scalable than its linear-programming-based competitors. Finally, we evaluate our algorithm on a standard testbed of games, showing that it produces strategies which are much more robust to players' mistakes than those of state-of-the-art NE-computation algorithms.

cs.GT↗

arXiv2022

Multi-Armed Bandit Problem with Temporally-Partitioned Rewards: When Partial Feedback Counts

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire playlist, we study a novel bandit setting, namely Multi-Armed Bandit with Temporally-Partitioned Rewards (TP-MAB), in which the stochastic reward associated with the pull of an arm is partitioned over a finite number of consecutive rounds following the pull. This setting, unexplored so far to the best of our knowledge, is a natural extension of delayed-feedback bandits to the case in which rewards may be dilated over a finite-time span after the pull instead of being fully disclosed in a single, potentially delayed round. We provide two algorithms to address TP-MAB problems, namely, TP-UCB-FR and TP-UCB-EW, which exploit the partial information disclosed by the reward collected over time. We show that our algorithms provide better asymptotical regret upper bounds than delayed-feedback bandit algorithms when a property characterizing a broad set of reward structures of practical interest, namely alpha-smoothness, holds. We also empirically evaluate their performance across a wide range of settings, both synthetically generated and from a real-world media recommendation problem.

cs.LG↗

arXiv2022

ARLO: A Framework for Automated Reinforcement Learning

Automated Reinforcement Learning (AutoRL) is a relatively new area of research that is gaining increasing attention. The objective of AutoRL consists in easing the employment of Reinforcement Learning (RL) techniques for the broader public by alleviating some of its main challenges, including data collection, algorithm selection, and hyper-parameter tuning. In this work, we propose a general and flexible framework, namely ARLO: Automated Reinforcement Learning Optimizer, to construct automated pipelines for AutoRL. Based on this, we propose a pipeline for offline and one for online RL, discussing the components, interaction, and highlighting the difference between the two settings. Furthermore, we provide a Python implementation of such pipelines, released as an open-source library. Our implementation has been tested on an illustrative LQG domain and on classic MuJoCo environments, showing the ability to reach competitive performances requiring limited human intervention. We also showcase the full pipeline on a realistic dam environment, automatically performing the feature selection and the model generation tasks.

cs.LG↗

arXiv2021

Adapting Bandit Algorithms for Settings with Sequentially Available Arms

Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously, such as in the Internet campaign management and environmental monitoring settings. Instead, in such applications, a set of options is presented sequentially to the learner within a time span, and this process is repeated throughout a time horizon. At each time, the learner is asked whether to select the proposed option or not. We define this scenario as the Sequential Pull/No-pull Bandit setting, and we propose a meta-algorithm, namely Sequential Pull/No-pull for MAB (Seq), to adapt any classical MAB policy to better suit this setting for both the regret minimization and best-arm identification problems. By allowing the selection of multiple arms within a round, the proposed meta-algorithm gathers more information, especially in the first rounds, characterized by a high uncertainty in the arms estimate value. At the same time, the adapted algorithms provide the same theoretical guarantees as the classical policy employed. The Seq meta-algorithm was extensively tested and compared with classical MAB policies on synthetic and real-world datasets from advertising and environmental monitoring applications, highlighting its good empirical performances.

cs.LG↗

arXiv2021

A privacy-preserving tests optimization algorithm for epidemics containment

The SARS-CoV-2 outbreak changed the everyday life of almost all the people over the world.Currently, we are facing with the problem of containing the spread of the virus both using the more effective forced lockdown, which has the drawback of slowing down the economy of the involved countries, and by identifying and isolating the positive individuals, which, instead, is an hard task in general due to the lack of information. For this specific disease, the identificato of the infected is particularly challenging since there exists cathegories, namely the asymptomatics, who are positive and potentially contagious, but do not show any of the symptoms of SARS-CoV-2. Until the developement and distribution of a vaccine is not yet ready, we need to design ways of selecting those individuals which are most likely infected, given the limited amount of tests which are available each day. In this paper, we make use of available data collected by the so called contact tracing apps to develop an algorithm, namely PPTO, that identifies those individuals that are most likely positive and, therefore, should be tested. While in the past these analysis have been conducted by centralized algorithms, requiring that all the app users data are gathered in a single database, our protocol is able to work on a device level, by exploiting the communication of anonymized information to other devices.

cs.SI↗

arXiv2020

Online Joint Bid/Daily Budget Optimization of Internet Advertising Campaigns

Pay-per-click advertising includes various formats (\emph{e.g.}, search, contextual, social) with a total investment of more than 200 billion USD per year worldwide. An advertiser is given a daily budget to allocate over several, even thousands, campaigns, mainly distinguishing for the ad, target, or channel. Furthermore, publishers choose the ads to display and how to allocate them employing auctioning mechanisms, in which every day the advertisers set for each campaign a bid corresponding to the maximum amount of money per click they are willing to pay and the fraction of the daily budget to invest. In this paper, we study the problem of automating the online joint bid/daily budget optimization of pay-per-click advertising campaigns over multiple channels. We formulate our problem as a combinatorial semi-bandit problem, which requires solving a special case of the Multiple-Choice Knapsack problem every day. Furthermore, for every campaign, we capture the dependency of the number of clicks on the bid and daily budget by Gaussian Processes, thus requiring mild assumptions on the regularity of these functions. We design four algorithms and show that they suffer from a regret that is upper bounded with high probability as O(sqrt{T}), where T is the time horizon of the learning process. We experimentally evaluate our algorithms with synthetic settings generated from real data from Yahoo!, and we present the results of the adoption of our algorithms in a real-world application with a daily average spent of 1,000 Euros for more than one year.

cs.LG↗

arXiv2020

Learning Probably Approximately Correct Maximin Strategies in Simulation-Based Games with Infinite Strategy Spaces

We tackle the problem of learning equilibria in simulation-based games. In such games, the players' utility functions cannot be described analytically, as they are given through a black-box simulator that can be queried to obtain noisy estimates of the utilities. This is the case in many real-world games in which a complete description of the elements involved is not available upfront, such as complex military settings and online auctions. In these situations, one usually needs to run costly simulation processes to get an accurate estimate of the game outcome. As a result, solving these games begets the challenge of designing learning algorithms that can find (approximate) equilibria with high confidence, using as few simulator queries as possible. Moreover, since running the simulator during the game is unfeasible, the algorithms must first perform a pure exploration learning phase and, then, use the (approximate) equilibrium learned this way to play the game. In this work, we focus on two-player zero-sum games with infinite strategy spaces. Drawing from the best arm identification literature, we design two algorithms with theoretical guarantees to learn maximin strategies in these games. The first one works in the fixed-confidence setting, guaranteeing the desired confidence level while minimizing the number of queries. Instead, the second algorithm fits the fixed-budget setting, maximizing the confidence without exceeding the given maximum number of queries. First, we formally prove δ-PAC theoretical guarantees for our algorithms under some regularity assumptions, which are encoded by letting the utility functions be drawn from a Gaussian process. Then, we experimentally evaluate our techniques on a testbed made of randomly generated games and instances representing simple real-world security settings.

cs.GT↗