The Rashomon Importance Distribution: Getting RID of Unstable, Single Model-based Variable Importance (Supplementary Material)

The following lemma states that each level set of the quadratic loss surface is a hyper-ellipsoid, providing another useful tool for the propositions given in this section. Lemma 2. The level set of the quadratic loss at ε is a hyper-ellipsoid defined by: (θ θ