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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?


ef4f4a6beb8b14b2d70a7ef5b386375d-Paper-Conference.pdf

Neural Information Processing Systems

Two narratives about machine learning ecosystems grew out of the recent algorithmic fairness discourse. In one, dubbed monoculture, algorithmic ecosystems tend toward homogeneity akin to a single model making all decisions. Individuals then face the risk of systematic exclusion with no recourse. In the other, model multiplicity, many models solve the same task with similar accuracy, causing excessive variation in individual outcomes. Both narratives are compelling, yet, seemingly at odds: model multiplicity can't materialize in a strict monoculture.


ElliCE: Efficient and Provably Robust Algorithmic Recourse via the Rashomon Sets

Neural Information Processing Systems

Machine learning models now influence decisions that directly affect people's lives, making it important to understand not only their predictions, but also how individuals could act to obtain better results. Algorithmic recourse provides actionable input modifications to achieve more favorable outcomes, typically relying on counterfactual explanations to suggest such changes. However, when the Rashomon set - the set of near-optimal models - is large, standard counterfactual explanations can become unreliable, as a recourse action valid for one model may fail under another. We introduce ElliCE, a novel framework for robust algorithmic recourse that optimizes counterfactuals over an ellipsoidal approximation of the Rashomon set. The resulting explanations are provably valid over this ellipsoid, with theoretical guarantees on uniqueness, stability, and alignment with key feature directions. Empirically, ElliCE generates counterfactuals that are not only more robust but also more flexible, adapting to user-specified feature constraints while being substantially faster than existing baselines. This provides a principled and practical solution for reliable recourse under model uncertainty, ensuring stable recommendations for users even as models evolve.


SORTeDRashomon Sets of Sparse Decision Trees: Anytime Enumeration

Neural Information Processing Systems

Sparse decision tree learning provides accurate and interpretable predictive models that are ideal for high-stakes applications by finding the single most accurate tree within a (soft) size limit. Rather than relying on a single "best" tree, Rashomon sets--trees with similar performance but varying structures--can be used to enhance variable importance analysis, enrich explanations, and enable users to choose simpler trees or those that satisfy stakeholder preferences (e.g., fairness) without hard-coding such criteria into the objective function. However, because finding the optimal tree is NP-hard, enumerating the Rashomon set is inherently challenging. Therefore, we introduce SORTD, a novel framework that improves scalability and enumerates trees in the Rashomon set in order of the objective value, thus offering anytime behavior. Our experiments show that SORTD reduces runtime by up to two orders of magnitude compared with the state of the art. Moreover, SORTD can compute Rashomon sets for any separable and totally ordered objective and supports post-evaluating the set using other separable (and partially ordered) objectives. Together, these advances make exploring Rashomon sets more practical in real-world applications.


ElliCE: Efficient and Provably Robust Algorithmic Recourse via the Rashomon Sets

Neural Information Processing Systems

Machine learning models now influence decisions that directly affect people's lives, making it important to understand not only their predictions, but also how individuals could act to obtain better results. Algorithmic recourse provides actionable input modifications to achieve more favorable outcomes, typically relying on counterfactual explanations to suggest such changes. However, when the Rashomon set - the set of near-optimal models - is large, standard counterfactual explanations can become unreliable, as a recourse action valid for one model may fail under another. We introduce ElliCE, a novel framework for robust algorithmic recourse that optimizes counterfactuals over an ellipsoidal approximation of the Rashomon set. The resulting explanations are provably valid over this ellipsoid, with theoretical guarantees on uniqueness, stability, and alignment with key feature directions. Empirically, ElliCE generates counterfactuals that are not only more robust but also more flexible, adapting to user-specified features constraints while being substantially faster than existing baselines. This provides a principled and practical solution for reliable recourse under model uncertainty, ensuring stable recommendations for users even as models evolve.


SORTeD Rashomon Sets of Sparse Decision Trees: Anytime Enumeration

Neural Information Processing Systems

Sparse decision tree learning provides accurate and interpretable predictive models that are ideal for high-stakes applications by finding the single most accurate tree within a (soft) size limit. Rather than relying on a single "best" tree, Rashomon sets--trees with similar performance but varying structures--can be used to enhance variable importance analysis, enrich explanations, and enable users to choose simpler trees or those that satisfy stakeholder preferences (e.g., fairness) without hard-coding such criteria into the objective function. However, because finding the optimal tree is NP-hard, enumerating the Rashomon set is inherently challenging. Therefore, we introduce SORTD, a novel framework that improves scalability and enumerates trees in the Rashomon set in order of the objective value, thus offering anytime behavior. Our experiments show that SORTD reduces runtime by up to two orders of magnitude compared with the state of the art. Moreover, SORTD can compute Rashomon sets for any separable and totally ordered objective and supports post-evaluating the set using other separable (and partially ordered) objectives. Together, these advances make exploring Rashomon sets more practical in real-world applications.


From Sequential Nodes to GPU Batches: Parallel Branch and Bound for Optimal $k$-Sparse GLMs

arXiv.org Machine Learning

GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and nonlinear objectives, such as certifying optimal solutions for cardinality-constrained generalized linear models. Major challenges include the sequential processing of heterogeneous nodes in branch and bound (BnB) and frequent data movement between the CPU and GPU. We propose a simple, generic, and modular CPU--GPU framework that processes multiple BnB nodes in batches on GPUs. The framework is built around a small set of GPU-efficient routines and uses padding together with lightweight custom kernels to handle irregular node data structures. Experiments show one to two orders of magnitude speedups and zero optimality gap on challenging instances. The framework can also be extended to collect the entire Rashomon set, enabling downstream statistical analysis such as variable-importance analysis and model selection under secondary user-specific measures (e.g., AUC in classification).