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? Can simply searching the Rashomon set suffice to find models that are not only accurate but also fair, stable, robust, or private, without explicitly optimizing for these criteria?*In this paper, we introduce a framework for systematically analyzing trustworthiness within Rashomon sets and conduct extensive experiments on high-stakes tabular datasets. We focus on sparse decision trees, where the Rashomon set can be fully enumerated. Across seven distinct metrics, we find that the Rashomon set almost always contains models that match or exceed the performance of state-of-the-art methods specifically designed to optimize individual trustworthiness criteria. These results suggest that for many practical applications, computing the Rashomon set once can serve as an efficient and effective method for identifying highly accurate and trustworthy models. Our framework can be a valuable tool for both benchmarking Rashomon sets of decision trees and studying the trustworthiness properties of interpretable models.

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.

OBJECTIVE: Prediction of mortality in intensive care unit (ICU) patients typically relies on black box models (that are unacceptable for use in hospitals) or hand-tuned interpretable models (that might lead to the loss in performance). We aim to bridge the gap between these 2 categories by building on modern interpretable machine learning (ML) techniques to design interpretable mortality risk scores that are as accurate as black boxes. MATERIAL AND METHODS: We developed a new algorithm, GroupFasterRisk, which has several important benefits: it uses both hard and soft direct sparsity regularization, it incorporates group sparsity to allow more cohesive models, it allows for monotonicity constraint to include domain knowledge, and it produces many equally good models, which allows domain experts to choose among them. For evaluation, we leveraged the largest existing public ICU monitoring datasets (MIMIC III and eICU). RESULTS: Models produced by GroupFasterRisk outperformed OASIS and SAPS II scores and performed similarly to APACHE IV/IVa while using at most a third of the parameters. For patients with sepsis/septicemia, acute myocardial infarction, heart failure, and acute kidney failure, GroupFasterRisk models outperformed OASIS and SOFA. Finally, different mortality prediction ML approaches performed better based on variables selected by GroupFasterRisk as compared to OASIS variables. DISCUSSION: GroupFasterRisk's models performed better than risk scores currently used in hospitals, and on par with black box ML models, while being orders of magnitude sparser. Because GroupFasterRisk produces a variety of risk scores, it allows design flexibility-the key enabler of practical model creation. CONCLUSION: GroupFasterRisk is a fast, accessible, and flexible procedure that allows learning a diverse set of sparse risk scores for mortality prediction.

The *Rashomon Effect*, coined by Leo Breiman, describes the phenomenon that there exist many equally good predictive models for the same dataset. This phenomenon happens for many real datasets and when it does, it sparks both magic and consternation, but mostly magic. In light of the Rashomon Effect, this perspective piece proposes reshaping the way we think about machine learning, particularly for tabular data problems in the nondeterministic (noisy) setting. We address how the Rashomon Effect impacts (1) the existence of simple-yet-accurate models, (2) flexibility to address user preferences, such as fairness and monotonicity, without losing performance, (3) uncertainty in predictions, fairness, and explanations, (4) reliable variable importance, (5) algorithm choice, specifically, providing advanced knowledge of which algorithms might be suitable for a given problem, and (6) public policy. We also discuss a theory of when the Rashomon Effect occurs and why. Our goal is to illustrate how the Rashomon Effect can have a massive impact on the use of machine learning for complex problems in society.

Noise in data significantly influences decision-making in the data science process. In fact, it has been shown that noise in data generation processes leads practitioners to find simpler models. However, an open question still remains: what is the degree of model simplification we can expect under different noise levels? In this work, we address this question by investigating the relationship between the amount of noise and model simplicity across various hypothesis spaces, focusing on decision trees and linear models. We formally show that noise acts as an implicit regularizer for several different noise models. Furthermore, we prove that Rashomon sets (sets of near-optimal models) constructed with noisy data tend to contain simpler models than corresponding Rashomon sets with non-noisy data. Additionally, we show that noise expands the set of ``good'' features and consequently enlarges the set of models that use at least one good feature. Our work offers theoretical guarantees and practical insights for practitioners and policymakers on whether simple-yet-accurate machine learning models are likely to exist, based on knowledge of noise levels in the data generation process.

The Rashomon set is the set of models that perform approximately equally well on a given dataset, and the Rashomon ratio is the fraction of all models in a given hypothesis space that are in the Rashomon set. Rashomon ratios are often large for tabular datasets in criminal justice, healthcare, lending, education, and in other areas, which has practical implications about whether simpler models can attain the same level of accuracy as more complex models. An open question is why Rashomon ratios often tend to be large. In this work, we propose and study a mechanism of the data generation process, coupled with choices usually made by the analyst during the learning process, that determines the size of the Rashomon ratio. Specifically, we demonstrate that noisier datasets lead to larger Rashomon ratios through the way that practitioners train models. Additionally, we introduce a measure called pattern diversity, which captures the average difference in predictions between distinct classification patterns in the Rashomon set, and motivate why it tends to increase with label noise. Our results explain a key aspect of why simpler models often tend to perform as well as black box models on complex, noisier datasets.