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He is Gaia's son from an extramarital affair and the black sheep of the family. Aside from Gaia, each member of the family treats him with varying degrees of scorn.
To the general public, Frost is something of an urban legend. He lives in seclusion in a large ice castle near the Aurora Borealis. Gifted with the power of cryokinesis as well as the ability to transform into a cool mist, Frost always has an agenda when it comes to the Nobles (except for Gaia, whom he's extremely loyal to). He even went so far as to have an affair with Celeste while she was married to Rusty. He often hires himself out as a troubleshooter, even doing jobs for the U.S and Canadian governments. It was revealed that his father was actually a parallel universe version of "Doc".
In Noble Causes #30 Frost visits Rusty in prison and admits that he is jealous of him in an attempt to cheer Rusty up. He says that Doc loved Rusty so much he even created a robot to give him affection.
Along with his cryokinetic abilities, Frost can also sublimate his physical form into a low temperature mist for short periods.