arXiv:2608.04474cs.LGmath.OC2026-08

为线性决策流水线提供高效局部失效认证,精准定位风险来源。

Local Violation Certification for Linear Predict-Then-Optimize Pipelines

  • 基于决策边界直接计算局部失效风险,一次优化求解完成
  • 在电力调度场景中实现精确风险评估,计算成本仅为传统方法的几分之一
  • 可生成特征级归因,直观揭示导致不合规的关键输入因素

数据驱动的预测-优化决策流水线被广泛应用于高风险运营决策。传统情景生成依赖重复随机测试,当失败事件罕见时计算成本过高,且难以解释失败原因。本文提出针对线性决策流水线在输入不确定性下的局部失效认证框架。理论证明标准采样方法对罕见失效效率低下,因此采用直接结构化方法:通过分析已部署流水线的固定决策边界,可仅用一次优化求解即闭式计算局部失效风险。此外,提出精确采样程序与闭式风险统计量,无需反复随机试验或复杂采样算法即可获得特征级归因(识别导致潜在不合规的输入特征)。在受排放法规约束的经济电力调度系统上验证,实现高精度、可审计的风险评估,计算成本仅为传统方法的极小部分。

原文摘要 · Abstract (English)

Data-driven decision pipelines combining predictive machine learning models with downstream optimization software are increasingly used to make high-stakes operational decisions. Certifying the safety, fairness, and reliability of these decisions is essential, yet traditional scenario generation methods rely on repeated random testing, which becomes computationally prohibitive when failure events are rare and offers little insight into why failures occur. We present a framework for local violation certification designed specifically for linear decision pipelines under input uncertainty. We mathematically demonstrate that standard sampling methods fail efficiently for rare violations, motivating a direct structural approach. By analyzing the fixed decision boundary of a deployed pipeline, we show that the local risk of failure can be calculated directly in closed form using a single optimization solve. Furthermore, we introduce an exact sampling procedure and closed-form risk statistics that provide feature-level attributions (identifying which input characteristics contribute most to potential non-compliance) without requiring repetitive random trials or complex sampling algorithms. We demonstrate our approach on an economic power dispatch system subject to emissions regulations, delivering precise, auditable risk assessments at a fraction of the traditional computational cost.

决策认证风险评估优化模型可解释性

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