The Rashomon effect is a mixed blessing in responsible machine learning.

The Rashomon effect is a mixed blessing in responsible machine learning. It enhances the prospects of finding models that perform well in accuracy while adhering to ethical standards, such as fairness or interpretability. Conversely, it poses a risk to the credibility of machine decisions through predictive multiplicity. While recent studies have explored the Rashomon effect across various machine learning algorithms, its impact on gradient boosting---an algorithm widely applied to tabular datasets---remains unclear.

The Rashomon effect is a mixed blessing in responsible machine learning.

The Rashomon effect is a mixed blessing in responsible machine learning. It enhances the prospects of finding models that perform well in accuracy while adhering to ethical standards, such as fairness or interpretability. Conversely, it poses a risk to the credibility of machine decisions through predictive multiplicity. While recent studies have explored the Rashomon effect across various machine learning algorithms, its impact on gradient boosting---an algorithm widely applied to tabular datasets---remains unclear. We provide rigorous theoretical derivations to examine the Rashomon effect in the context of gradient boosting and offer an information-theoretic characterization of the Rashomon set.