The Rashomon Set Has It All: Analyzing Trustworthiness of Trees under Multiplicity

Neural Information Processing Systems 

In practice, many models from a function class can fit a dataset almost equally well. This collection of near-optimal models is known as the Rashomon set. Prior work has shown that the Rashomon set offers flexibility in choosing models aligned with secondary objectives like interpretability or fairness. However, it is unclear how far this flexibility extends to different trustworthy criteria, especially given that most trustworthy machine learning systems today still rely on complex specialized optimization procedures. Is the Rashomon set all you need for trustworthy model selection?

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