Abderrahim Fathan

AI
h-index29
3papers
14citations
Novelty50%
AI Score34

3 Papers

AIOct 5, 2025
Open Agent Specification (Agent Spec): A Unified Representation for AI Agents

Soufiane Amini, Yassine Benajiba, Cesare Bernardis et al. · ibm-research

The proliferation of agent frameworks has led to fragmentation in how agents are defined, executed, and evaluated. Existing systems differ in their abstractions, data flow semantics, and tool integrations, making it difficult to share or reproduce workflows. We introduce Open Agent Specification (Agent Spec), a declarative language that defines AI agents and agentic workflows in a way that is compatible across frameworks, promoting reusability, portability and interoperability of AI agents. Agent Spec defines a common set of components, control and data flow semantics, and schemas that allow an agent to be defined once and executed across different runtimes. Agent Spec also introduces a standardized Evaluation harness to assess agent behavior and agentic workflows across runtimes - analogous to how HELM and related harnesses standardized LLM evaluation - so that performance, robustness, and efficiency can be compared consistently across frameworks. We demonstrate this using four distinct runtimes (LangGraph, CrewAI, AutoGen, and WayFlow) evaluated over three different benchmarks (SimpleQA Verified, $τ^2$-Bench and BIRD-SQL). We provide accompanying toolsets: a Python SDK (PyAgentSpec), a reference runtime (WayFlow), and adapters for popular frameworks (e.g., LangGraph, AutoGen, CrewAI). Agent Spec bridges the gap between model-centric and agent-centric standardization & evaluation, laying the groundwork for reliable, reusable, and portable agentic systems.

ASDec 7, 2021
Robust Speech Representation Learning via Flow-based Embedding Regularization

Woo Hyun Kang, Jahangir Alam, Abderrahim Fathan

Over the recent years, various deep learning-based methods were proposed for extracting a fixed-dimensional embedding vector from speech signals. Although the deep learning-based embedding extraction methods have shown good performance in numerous tasks including speaker verification, language identification and anti-spoofing, their performance is limited when it comes to mismatched conditions due to the variability within them unrelated to the main task. In order to alleviate this problem, we propose a novel training strategy that regularizes the embedding network to have minimum information about the nuisance attributes. To achieve this, our proposed method directly incorporates the information bottleneck scheme into the training process, where the mutual information is estimated using the main task classifier and an auxiliary normalizing flow network. The proposed method was evaluated on different speech processing tasks and showed improvement over the standard training strategy in all experimentation.

AIMay 19, 2021
Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering

Abderrahim Fathan, Erick Delage

Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected reward. It has many applications in areas such as finance, healthcare, and statistics. In this paper, we employ deep Reinforcement Learning (RL) to learn optimal stopping policies in two financial engineering applications: namely option pricing, and optimal option exercise. We present for the first time a comprehensive empirical evaluation of the quality of optimal stopping policies identified by three state of the art deep RL algorithms: double deep Q-learning (DDQN), categorical distributional RL (C51), and Implicit Quantile Networks (IQN). In the case of option pricing, our findings indicate that in a theoretical Black-Schole environment, IQN successfully identifies nearly optimal prices. On the other hand, it is slightly outperformed by C51 when confronted to real stock data movements in a put option exercise problem that involves assets from the S&P500 index. More importantly, the C51 algorithm is able to identify an optimal stopping policy that achieves 8% more out-of-sample returns than the best of four natural benchmark policies. We conclude with a discussion of our findings which should pave the way for relevant future research.