Jiaqi Wen

Jiaqi Wen, Lei Fan, Jianyi Yang

Predict-then-Optimize (PTO) pipelines are widely employed in computing and networked systems, where Machine Learning (ML) models are used to predict critical contextual information for downstream decision-making tasks such as cloud LLM serving, data center demand response, and edge workload scheduling. However, these ML predictors are often vulnerable to out-of-distribution (OOD) samples at test time, leading to significant decision performance degradation due to large prediction errors. To address the generalization challenges under OOD conditions, we present the framework of Distributionally Robust Decision-Focused Learning (DR-DFL), which trains ML models to optimize decision performance under the worst-case distribution. Instead of relying on classical Distributionally Robust Optimization (DRO) techniques, we propose Diffusion-Augmented Distributionally Robust Decision-Focused Learning (3D-Learning), which searches for the worst-case distribution within the parameterized space of a diffusion model. By leveraging the powerful distribution modeling capabilities of diffusion models, 3D-Learning identifies worst-case distributions that remain consistent with real data, achieving a favorable balance between average and worst-case scenarios. Empirical results on an LLM resource provisioning task demonstrate that 3D-Learning outperforms existing DRO and Data Augmentation methods in OOD generalization performance.

Jiaqi Wen, Jianyi Yang

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions that remain consistent to the nominal distribution while being diverse enough to account for a variety of potential scenarios. Moreover, it should lead to tractable DRO solutions. To this end, we propose generative model-based ambiguity sets that capture various adversarial distributions beyond the nominal support space while maintaining consistency with the nominal distribution. Building on this generative ambiguity modeling, we propose DRO with Generative Ambiguity Set (GAS-DRO), a tractable DRO algorithm that solves the inner maximization over the parameterized generative model space. We formally establish the stationary convergence performance of GAS-DRO. We implement GAS-DRO with a diffusion model and empirically demonstrate its superior Out-of-Distribution (OOD) generalization performance in ML tasks.