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Practical and Efficient Rashomon Set Sampling for Model Interpretability
Proceedings of The 29th International Conference on Artificial Intelligence and Statistics, PMLR 300:262-270, 2026.
Abstract
Explaining a single model can be misleading when many near-optimal models (a \emph{Rashomon set}) yield different feature attributions. We frame this as a Rashomon set sampling problem and propose two practical axioms that any Rashomon sampler should satisfy: \emph{generalizability} (meaning it must accept arbitrary reference models and loss functions) and \emph{Implementation Sparsity} (meaning it should return a small, attribution-diverse subset of valid models). These two axioms are not satisfied by most known attribution methods, which we consider to be a fundamental weakness. Building on these axioms, we propose an $\epsilon$-subgradient-based sampling framework and quantify effectiveness with \emph{Search Efficiency Ratio} (SER) and \emph{Functional Explanation Range} (FER). Experiments on a synthetic quadratic task and five real-world datasets show that our sampler achieves comparable or higher FER with up to $\sim100\times$ fewer models than exhaustive baselines such as TreeFARMS, while remaining agnostic to model class and loss. Even when the reference model is sub-optimal in practice, the resulting attributions align with ground truth and accepted domain knowledge.