Game-theoretic risk analysis in decision-theoretic rough sets

  • Authors:
  • Joseph P. Herbert;JingTao Yao

  • Affiliations:
  • Department of Computer Science, University of Regina, Regina, Saskatchewan, Canada;Department of Computer Science, University of Regina, Regina, Saskatchewan, Canada

  • Venue:
  • RSKT'08 Proceedings of the 3rd international conference on Rough sets and knowledge technology
  • Year:
  • 2008

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Abstract

Determining the correct threshold values for probabilistic rough set models has been a heated issue among the community. This article will formulate a game-theoretic approach to calculating these thresholds to ensure correct approximation region size. By finding equilibrium within payoff tables created from approximation measures and modified conditional risk strategies, we provide the user with tolerance levels for their loss functions. Using the tolerance values, new thresholds are calculated to provide correct classification regions. Better informed decisions can be made when utilizing these tolerance values.