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Dominance based monte carlo algorithm for preference learning in the multi-criteria sorting problem: Theoretical properties

Denat, Tom; Ozturk, Meltem (2016), Dominance based monte carlo algorithm for preference learning in the multi-criteria sorting problem: Theoretical properties, in Róbert Busa-Fekete, Eyke Hüllermeier, Vincent Mousseau, Karlson Pfannschmidt, From Multiple Criteria Decision Aid to Preference Learning. Proceedings of the DA2PL'2016 EURO Mini Conference, Paderborn University : Paderborn, p. 47-52

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Type
Communication / Conférence
Date
2016
Book title
From Multiple Criteria Decision Aid to Preference Learning. Proceedings of the DA2PL'2016 EURO Mini Conference
Book author
Róbert Busa-Fekete, Eyke Hüllermeier, Vincent Mousseau, Karlson Pfannschmidt
Publisher
Paderborn University
Published in
Paderborn
Pages
47-52
Metadata
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Author(s)
Denat, Tom
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Ozturk, Meltem
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Abstract (EN)
In this article we study a new model-free Multi-CriteriaDecision Aiding (MCDA) method for sorting problems where ob-jects are assigned to predefined and ordered categories. The problemthat we deal is the following: given a learning set of objects definedon multi-attributes and already assigned by the decision maker, howto find the assignments of the remaining objects. Being model-free,we do not assume that the decision maker’s reasoning follows somewell-known and explicitly described rules or logic system. We onlyassume that monotonicity should be respected as well as the learningset. The specificity of our approach is to be probabilistic. A MonteCarlo principle is used where the median operator aggregates the re-sults of independent and randomized experiments. We proved thatour final sortings respect the monotonicity and the learning set andthe aggregation with the median operator converges almost surely.
Subjects / Keywords
preference learning; decision aiding; ordinal classification; monte carlo
JEL
C44 - Operations Research; Statistical Decision Theory

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