Get Nikolai II to be made of slightly different stuff - and less of a Nipponophobe (apparently after a failed assassination attempt against him by a Japanese ex-policeman back when Nikolai was still but a prince, he harbored major hatred and resentment of all things Japanese). Perhaps the incident instead serves to bring him somehow closer to Japan - maybe another Japanese protected him, or Japan somehow impressed him upon his visit. As such, much closer cooperation, and no Russo-Japanese war. Perhaps Russia works to "sponsor" Japan's entry on the world scene as a major power with pro-Russian sympathies instead - maybe even at the cost of concessions in China. More importantly, this Nikolai II would not have been as inept as in OTL... and would have managed to keep the throne well past 1917...