A preference learning framework for multiple criteria sorting with diverse additive value models and valued assignment examples

A preference learning framework for multiple criteria sorting with diverse additive value models and valued assignment examples
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具有多种附加值模型和赋值示例的多标准排序的偏好学习框架

DOI:
10.1016/j.ejor.2020.04.013
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发表时间:
2019-10
影响因子:
6.4
通讯作者:
Yao Wang
Yao Wang
中科院分区:
管理学2区
文献类型:
--
作者:
Jiapeng Liu;Miłosz Kadziński;Xiuwu Liao;Xiaoxin Mao;Yao Wang

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提出了一种多准则排序的偏好学习框架。我们考虑在一个比较统一的分析框架下,应用具有不同类型的边际价值函数(包括线性、分段线性、样条和一般单调函数)的加性价值模型进行分类。与现有的从明确的决策实例中推断偏好模型的排序方法不同,我们的框架允许考虑有价值的分配实例,其中参考备选方案可以被分类为多个具有各自可信度的类别。我们提出了一种优化模型,通过最大化参考方案之间的可信一致性来从这些有价值的例子中构建偏好模型。为了提高所建模型对新实例的预测能力,我们使用了正则化技术。此外,为了增强处理大规模数据集的能力,我们引入了一种在机器学习领域广泛使用的最新算法,以高效的计算方式求解所提出的优化模型。使用构建的加性价值模型,我们确定了非参考备选方案的明确和有价值的分配。此外,我们允许决策者对类的重要性进行优先排序,并给予该方法根据指定的优先级调整跨类的分类性能的灵活性。通过将该分析框架与几种现有的排序方法进行比较,在一个真实世界的数据集上展示了该分析框架的实用有效性。
We present a preference learning framework for multiple criteria sorting. We consider sorting procedures applying an additive value model with diverse types of marginal value functions (including linear, piecewise-linear, splined, and general monotone ones) under a unified analytical framework. Differently from the existing sorting methods that infer a preference model from crisp decision examples, where each reference alternative is assigned to a unique class, our framework allows considering valued assignment examples in which a reference alternative can be classified into multiple classes with respective credibility degrees. We propose an optimization model for constructing a preference model from such valued examples by maximizing the credible consistency among reference alternatives. To improve the predictive ability of the constructed model on new instances, we employ the regularization techniques. Moreover, to enhance the capability of addressing large-scale datasets, we introduce a state-of-the-art algorithm that is widely used in the machine learning community to solve the proposed optimization model in a computationally efficient way. Using the constructed additive value model, we determine both crisp and valued assignments for non-reference alternatives. Moreover, we allow the Decision Maker to prioritize the importance of classes and give the method a flexibility to adjust classification performance across classes according to the specified priorities. The practical usefulness of the analytical framework is demonstrated on a real-world dataset by comparing it to several existing sorting methods.
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