Unique Rashomon Sets for Robust Active Learning

Collecting labeled data for machine learning models is often expensive and time-consuming. Active learning addresses this challenge by selectively labeling the most informative observations, but when initial labeled data is limited, it becomes difficult to distinguish genuinely informative points from those appearing uncertain primarily due to noise. Ensemble methods like random forests are a powerful approach to quantifying this uncertainty but do so by aggregating all models indiscriminately. This includes poor performing models and redundant models, a problem that worsens in the presence of noisy data. We introduce UNique Rashomon Ensembled Active Learning (UNREAL), which selectively ensembles only distinct models from the Rashomon set, which is the set of nearly optimal models. Restricting ensemble membership to high-performing models with different explanations helps distinguish genuine uncertainty from noise-induced variation. We show that UNREAL achieves faster theoretical convergence rates than traditional active learning approaches and demonstrates empirical improvements of up to 20% in predictive accuracy across five benchmark datasets, while simultaneously enhancing model interpretability.