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Learning MR-Sort Models from Non-Monotone Data

2021-07-20 13:51:16
Pegdwende Minoungou, Vincent Mousseau, Wassila Ouerdane, Paolo Scotton
arXiv_AI
   
Abstract

The Majority Rule Sorting (MR-Sort) method assigns alternatives evaluated on multiple criteria to one of the predefined ordered categories. The Inverse MR-Sort problem (Inv-MR-Sort) computes MR-Sort parameters that match a dataset. Existing learning algorithms for Inv-MR-Sort consider monotone preferences on criteria. We extend this problem to the case where the preferences on criteria are not necessarily monotone, but possibly single-peaked (or single-valley). We propose a mixed-integer programming based algorithm that learns the preferences on criteria together with the other MR-Sort parameters from the training data. We investigate the performance of the algorithm using numerical experiments and we illustrate its use on a real-world case study.

Abstract (translated)

URL

https://arxiv.org/abs/2107.09668

PDF

https://arxiv.org/pdf/2107.09668.pdf

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