arXiv:2601.06730cs.LGcs.AI2026-01被引 1

解释为何多个不同模型表现相近,揭示其三类成因。

Why are there many equally good models? An Anatomy of the Rashomon Effect

  • 从数据、结构、算法三方面解析好模型为何多
  • 统计性多重解随数据增多减弱,结构性的不退
  • 提醒研究者注意模型选择背后的隐含假设

Rashomon效应——即存在多个不同但性能相近的模型——已成为现代机器学习与统计学中的基本现象。本文系统分析其成因,归纳为三类:源于有限样本和数据生成过程噪声的统计因素;由优化目标非凸性及未观测变量导致的结构因素,引发本质不可识别性;以及优化算法局限和人为限制模型类别的程序因素。通过整合机器学习、统计学与优化领域的洞见,本文构建统一框架,阐明好模型多样性的根源。关键发现是:统计多重性随数据增加而减弱,结构多重性在极限下持续存在,需新数据或额外假设才能解决,而程序多重性则反映实践者的主观选择。除了归因,本文还探讨该效应带来的挑战与机遇,涉及推断、可解释性、公平性及不确定性下的决策。

原文摘要 · Abstract (English)

The Rashomon effect -- the existence of multiple, distinct models that achieve nearly equivalent predictive performance -- has emerged as a fundamental phenomenon in modern machine learning and statistics. In this paper, we explore the causes underlying the Rashomon effect, organizing them into three categories: statistical sources arising from finite samples and noise in the data-generating process; structural sources arising from non-convexity of optimization objectives and unobserved variables that create fundamental non-identifiability; and procedural sources arising from limitations of optimization algorithms and deliberate restrictions to suboptimal model classes. We synthesize insights from machine learning, statistics, and optimization literature to provide a unified framework for understanding why the multiplicity of good models arises. A key distinction emerges: statistical multiplicity diminishes with more data, structural multiplicity persists asymptotically and cannot be resolved without different data or additional assumptions, and procedural multiplicity reflects choices made by practitioners. Beyond characterizing causes, we discuss both the challenges and opportunities presented by the Rashomon effect, including implications for inference, interpretability, fairness, and decision-making under uncertainty.

模型多样性机器学习理论统计推断可解释性

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