arXiv subjects

Yunqin Zhu

Publications and source records attributed to Yunqin Zhu.

7 recordsLinked to original sources

arXiv2026

OutageDiT: A Generative Foundation Model for Power Outage Forecasting and Scenario Simulation

Power-outage planning requires scenarios before an event occurs. These scenarios must represent uncertainty in magnitude, timing, and duration while preserving temporal dependence. However, severe events are rare, and data from any single region contain few examples of extreme outage and restoration patterns. To address this challenge, we introduce OutageDiT, a foundation model for generating seven-day outage trajectories at quarter-hour resolution, trained on outage and weather records across the United States. Specifically, a condition encoder processes the historical context and known future covariates once per forecast, and a shallow flow decoder reuses the resulting horizon-aligned states to generate complete trajectories. The resulting samples support point forecasting, uncertainty quantification, and conditional event simulation within one deep generative model. Across outage forecasting benchmarks, OutageDiT improves forecast accuracy and scenario quality over strong baselines and supports zero-shot transfer to held-out regions. Together, these results position conditional outage simulation as a bridge from outage forecasting to operational planning under uncertainty.

cs.LG↗

arXiv2026

Distributionally Robust Optimization via Iterative Algorithms in Continuous Probability Spaces

We study distributionally robust optimization (DRO) for robust inference when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization problem. Unlike traditional discrete DRO approaches, which often suffer from scalability issues, limited generalization, and costly worst-case inference, our framework exploits Brenier's theorem to characterize the least favorable distribution as the pushforward of a transport map from a continuous reference measure. This characterization motivates our study of the minimax problem in Wasserstein space. We propose an iterative algorithmic framework with multiple variants and establish global convergence guarantees under mild assumptions, deriving complexity bounds in terms of subgradient evaluations and inexact Jordan-Kinderlehrer-Otto updates. Numerical results with neural network-based transport maps demonstrate that the proposed method enables both stable training of robust classifiers and effective worst-case inference for classification tasks.

stat.ML↗

arXiv2026

Generative models for decision-making under distributional shift

Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially observed, or stress-induced. This tutorial presents modern generative models, particularly flow- and score-based methods, as mathematical tools for constructing decision-relevant distributions. From an operations research perspective, their primary value lies not in unconstrained sample synthesis but in representing and transforming distributions through transport maps, velocity fields, score fields, and guided stochastic dynamics. We present a unified framework based on pushforward maps, continuity, Fokker-Planck equations, Wasserstein geometry, and optimization in probability space. Within this framework, generative models can be used to learn nominal uncertainty, construct stressed or least-favorable distributions for robustness, and produce conditional or posterior distributions under side information and partial observation. We also highlight representative theoretical guarantees, including forward-reverse convergence for iterative flow models, first-order minimax analysis in transport-map space, and error-transfer bounds for posterior sampling with generative priors. The tutorial provides a principled introduction to using generative models for scenario generation, robust decision-making, uncertainty quantification, and related problems under distributional shift.

cs.LG↗

arXiv2026

Why Do Neural Networks Forget: A Study of Collapse in Continual Learning

Catastrophic forgetting is a major problem in continual learning, and lots of approaches arise to reduce it. However, most of them are evaluated through task accuracy, which ignores the internal model structure. Recent research suggests that structural collapse leads to loss of plasticity, as evidenced by changes in effective rank (eRank). This indicates a link to forgetting, since the networks lose the ability to expand their feature space to learn new tasks, which forces the network to overwrite existing representations. Therefore, in this study, we investigate the correlation between forgetting and collapse through the measurement of both weight and activation eRank. To be more specific, we evaluated four architectures, including MLP, ConvGRU, ResNet-18, and Bi-ConvGRU, in the split MNIST and Split CIFAR-100 benchmarks. Those models are trained through the SGD, Learning-without-Forgetting (LwF), and Experience Replay (ER) strategies separately. The results demonstrate that forgetting and collapse are strongly related, and different continual learning strategies help models preserve both capacity and performance in different efficiency.

cs.LG↗

arXiv2026

Scalable Deep Basis Kernel Gaussian Processes

Learning expressive kernels while retaining tractable inference remains a central challenge in scaling Gaussian processes (GPs) to large and complex datasets. We propose a scalable GP regressor based on deep basis kernels (DBKs). Our DBK is constructed from a small set of neural-network-parameterized basis functions with an explicit low-rank structure. This formulation immediately enables linear-complexity inference with respect to the number of samples, possibly without inducing points. DBKs provide a unifying perspective that recovers sparse deep kernel learning and Gaussian Bayesian last-layer methods as special cases. We further identify that naively maximizing the marginal likelihood can lead to oversimplified uncertainty and rank-deficient solutions. To address this, we introduce a mini-batch stochastic objective that directly targets the predictive distribution with decoupled regularization. Empirically, DBKs show advantages in predictive accuracy, uncertainty quantification, and computational efficiency across a range of large-scale regression benchmarks.

stat.ML↗

arXiv2025

Worst-case generation via minimax optimization in Wasserstein space

Worst-case generation plays a critical role in evaluating robustness and stress-testing systems under distribution shifts, in applications ranging from machine learning models to power grids and medical prediction systems. We develop a generative modeling framework for worst-case generation for a pre-specified risk, based on min-max optimization over continuous probability distributions, namely the Wasserstein space. Unlike traditional discrete distributionally robust optimization approaches, which often suffer from scalability issues, limited generalization, and costly worst-case inference, our framework exploits the Brenier theorem to characterize the least favorable (worst-case) distribution as the pushforward of a transport map from a continuous reference measure, enabling a continuous and expressive notion of risk-induced generation beyond classical discrete DRO formulations. Based on the min-max formulation, we propose a Gradient Descent Ascent (GDA)-type scheme that updates the decision model and the transport map in a single loop, establishing global convergence guarantees under mild regularity assumptions and possibly without convexity-concavity. We also propose to parameterize the transport map using a neural network that can be trained simultaneously with the GDA iterations by matching the transported training samples, thereby achieving a simulation-free approach. The efficiency of the proposed method as a risk-induced worst-case generator is validated by numerical experiments on synthetic and image data.

stat.ML↗

arXiv2024

Graph Signal Diffusion Model for Collaborative Filtering

Collaborative filtering is a critical technique in recommender systems. It has been increasingly viewed as a conditional generative task for user feedback data, where newly developed diffusion model shows great potential. However, existing studies on diffusion model lack effective solutions for modeling implicit feedback. Particularly, the standard isotropic diffusion process overlooks correlation between items, misaligned with the graphical structure of the interaction space. Meanwhile, Gaussian noise destroys personalized information in a user's interaction vector, causing difficulty in its reconstruction. In this paper, we adapt standard diffusion model and propose a novel Graph Signal Diffusion Model for Collaborative Filtering (named GiffCF). To better represent the correlated distribution of user-item interactions, we define a generalized diffusion process using heat equation on the item-item similarity graph. Our forward process smooths interaction signals with an advanced family of graph filters, introducing the graph adjacency as beneficial prior knowledge for recommendation. Our reverse process iteratively refines and sharpens latent signals in a noise-free manner, where the updates are conditioned on the user's history and computed from a carefully designed two-stage denoiser, leading to high-quality reconstruction. Finally, through extensive experiments, we show that GiffCF effectively leverages the advantages of both diffusion model and graph signal processing, and achieves state-of-the-art performance on three benchmark datasets.

cs.IR↗