Abstract:This work addresses the challenge of providing consistent explanations for predictive models in the presence of model indeterminacy, which arises due to the existence of multiple (nearly) equally well-performing models for a given dataset and task. Despite their similar performance, such models often exhibit inconsistent or even contradictory explanations for their predictions, posing challenges to end users who rely on these models to make critical decisions. Recognizing this issue, we introduce ensemble methods as an approach to enhance the consistency of the explanations provided in these scenarios. Leveraging insights from recent work on neural network loss landscapes and mode connectivity, we devise ensemble strategies to efficiently explore the underspecification set -- the set of models with performance variations resulting solely from changes in the random seed during training. Experiments on five benchmark financial datasets reveal that ensembling can yield significant improvements when it comes to explanation similarity, and demonstrate the potential of existing ensemble methods to explore the underspecification set efficiently. Our findings highlight the importance of considering model indeterminacy when interpreting explanations and showcase the effectiveness of ensembles in enhancing the reliability of explanations in machine learning.