# Horizon-Constrained Rashomon Sets for Chaotic Forecasting

arXiv: https://arxiv.org/abs/2605.05218 · HTML: https://mlsanity.com/paper/2605.05218/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 37 references that are in the map.
- First posted on arXiv 17 Apr 2026.

## Builds on (most cited first, 13 of 13)

- [Underspecification Presents Challenges for Credibility in Modern Machine Learning](https://mlsanity.com/paper/2011.03395/) (2020)
- [GraphCast: Learning skillful medium-range global weather forecasting](https://mlsanity.com/paper/2212.12794/) (2022)
- [Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization](https://mlsanity.com/paper/1809.05504/) (2018)
- [FourCastNet: Accelerating Global High-Resolution Weather Forecasting using Adaptive Fourier Neural Operators](https://mlsanity.com/paper/2208.05419/) (2022)
- [Predictive Multiplicity in Classification](https://mlsanity.com/paper/1909.06677/) (2019)
- [Backpropagation Algorithms and Reservoir Computing in Recurrent Neural Networks for the Forecasting of Complex Spatiotemporal Dynamics](https://mlsanity.com/paper/1910.05266/) (2019)
- [Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities](https://mlsanity.com/paper/2307.13565/) (2023)
- [On the Existence of Simpler Machine Learning Models](https://mlsanity.com/paper/1908.01755/) (2019)
- [Exploring the Whole Rashomon Set of Sparse Decision Trees](https://mlsanity.com/paper/2209.08040/) (2022)
- [Amazing Things Come From Having Many Good Models](https://mlsanity.com/paper/2407.04846/) (2024)
- [Modeling the Machine Learning Multiverse](https://mlsanity.com/paper/2206.05985/) (2022)
- [SORTeD Rashomon Sets of Sparse Decision Trees: Anytime Enumeration](https://mlsanity.com/paper/2511.03344/) (2025)
- [Fairness in Forecasting and Learning Linear Dynamical Systems](https://mlsanity.com/paper/2006.07315/) (2020)

## Abstract (arXiv)

Predictive multiplicity and chaotic dynamics represent two fundamental challenges in machine learning that have evolved independently despite their conceptual connections. We bridge this gap by introducing horizon-constrained Rashomon sets, a theoretical framework that characterizes how model multiplicity evolves with prediction horizon in chaotic systems. Unlike static prediction tasks where the Rashomon set remains fixed, chaos induces exponential divergence among initially similar models, fundamentally transforming the nature of predictive equivalence. We prove that the effective Rashomon set contracts exponentially with lead time at a rate determined by the maximum Lyapunov exponent and introduce Lyapunov-weighted metrics that provide tighter bounds on predictive disagreement. Leveraging these insights, we develop decision-aligned selection algorithms that choose among near-optimal models based on downstream utility rather than forecast accuracy alone. Extensive experiments on synthetic chaotic systems (Lorenz-96, Kuramoto-Sivashinsky) and real-world applications (wind power, traffic, weather) demonstrate that our framework improves decision quality by 18-34% while maintaining competitive predictive performance. This work establishes the first rigorous connection between chaos theory and predictive multiplicity, providing principled guidance for deploying machine learning in safety-critical chaotic domains.