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Currently, there is not much information given about Allen's past. We do know that he came from a wealthy family, but he wishes to put his past behind him, not dwelling upon it. There seems to be only two people in the entire game who know something about Allen's past. The first is an NPC named Ralph who's living on the Durandal in Episode II. You'll find him in the park area sitting on a bench. The other appears to be chaos, though he never states anything about his past directly. Hints are given though, that make us wonder if he's trying to aide in hiding his past from the others. I do have a hunch however, that we'll find out in the last episode of the game.