通过逐步提问学习非单调多准则排序偏好,提升决策效率。
An incremental preference elicitation-based approach to learning potentially non-monotonic preferences in multi-criteria sorting
- 基于最大间隔优化模型逐步获取决策者偏好信息。
- 在主动学习框架下选择最有效问题,减少提问次数。
- 适用于信用评级等复杂决策场景,可处理不一致偏好。
本文提出一种基于增量偏好获取的新型方法,用于学习多准则排序(MCS)中可能存在的非单调偏好。该方法在每轮迭代中构建基于最大间隔优化的模型,以建模潜在非单调偏好和不一致的赋值偏好信息。利用该模型的最优目标函数值,设计信息量度量方法与问题选择策略,在主动学习的不确定性采样框架中定位最具信息量的备选项。当满足终止条件后,通过两个优化模型(最大间隔模型与复杂度控制模型)确定非参考备选方案的排序结果。进一步开发了两种增量偏好获取算法,分别对应不同终止条件。最后,将该方法应用于信用评级问题,阐明具体实施步骤,并在人工及真实数据集上进行实验,对比所提问题选择策略与多种基准策略的表现。
原文摘要 · Abstract (English)
This paper introduces a novel incremental preference elicitation-based approach to learning potentially non-monotonic preferences in multi-criteria sorting (MCS) problems, enabling decision makers to progressively provide assignment example preference information. Specifically, we first construct a max-margin optimization-based model to model potentially non-monotonic preferences and inconsistent assignment example preference information in each iteration of the incremental preference elicitation process. Using the optimal objective function value of the max-margin optimization-based model, we devise information amount measurement methods and question selection strategies to pinpoint the most informative alternative in each iteration within the framework of uncertainty sampling in active learning. Once the termination criterion is satisfied, the sorting result for non-reference alternatives can be determined through the use of two optimization models, i.e., the max-margin optimization-based model and the complexity controlling optimization model. Subsequently, two incremental preference elicitation-based algorithms are developed to learn potentially non-monotonic preferences, considering different termination criteria. Ultimately, we apply the proposed approach to a credit rating problem to elucidate the detailed implementation steps, and perform computational experiments on both artificial and real-world data sets to compare the proposed question selection strategies with several benchmark strategies.
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