Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 305, Issue 2, Pages 781-805Publisher
ELSEVIER
DOI: 10.1016/j.ejor.2022.06.053
Keywords
Multiple criteria decision aiding; Preference learning; Artificial neural networks; Multiple criteria sorting; Preference disaggregation
Ask authors/readers for more resources
This study proposes preference learning algorithms for inferring the parameters of a sorting model from large sets of examples, with application in Multiple Criteria Decision Analysis. By utilizing artificial neural networks and gradient descent optimization algorithms, the study achieves high predictive accuracy.
We propose preference learning algorithms for inferring the parameters of a threshold-based sorting model from large sets of assignment examples. The introduced framework is adjusted to different scores originally used in Multiple Criteria Decision Analysis (MCDA). They include Ordered Weighted Average, an additive value function, the Choquet integral, a distance from the ideal and anti-ideal alternatives, and Net Flow Scores built on the results of outranking-based pairwise comparisons. As a concrete application of these models, we use Artificial Neural Networks with up to five hidden layers. Their components and architecture are designed to ensure high interpretability, which supports the models' acceptance by do-main experts. To learn the most favorable values of all parameters at once, we use a variant of a gradient descent optimization algorithm called AdamW. In this way, we make the MCDA methods suitable for han-dling vast, inconsistent information. The extensive experiments on various benchmark problems indicate that the introduced algorithms are competitive in predictive accuracy quantified in terms of Area Un-der Curve and the 0/1 loss. In this regard, some approaches outperform the state-of-the-art algorithms, including generalizations of logistic regression, mathematical programming, rule ensemble and tree in-duction algorithms, or dedicated heuristics.(c) 2022 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available