Selection of a representative value function in robust multiple criteria sorting

• Authors: Salvatore Greco;MiŁosz Kadziński;Roman SŁowiński
• Venue: Computers and Operations Research
• Year: 2011

We introduce the concept of a representative value function in robust ordinal regression applied to multiple criteria sorting problems. The proposed approach can be seen as an extension of UTADIS^G^M^S, a new multiple criteria sorting method that aims at assigning actions to p pre-defined and ordered classes. The preference information supplied by the decision maker (DM) is composed of desired assignments of some reference actions to one or several contiguous classes-they are called assignment examples. The robust ordinal regression builds a set of general additive value functions compatible with the assignment examples and results in two assignments: necessary and possible. The necessary assignment specifies the range of classes to which the action can be assigned considering all compatible value functions simultaneously. The possible assignment specifies, in turn, the range of classes to which the action can be assigned considering any compatible value function individually. In this paper, we propose a way of selecting a representative value function among the set of compatible ones. We identify a few targets which build on results of the robust ordinal regression and could be attained by a representative value function. They concern enhancement of differences between possible assignments of two actions. In this way, the selected function highlights the most stable part of the robust sorting, and can be perceived as representative in the sense of robustness preoccupation. We envisage two possible uses of the representative value function in decision support systems. The first one is an explicit exhibition of the function along with the results of the UTADIS^G^M^S method, in order to help the DM to understand the robust sorting. The other is an autonomous use, in order to supply the DM with sorting obtained by an example-based procedure driven by the chosen function. Three case studies illustrating the use of a representative value function in real-world decision problems are presented. One of those studies is devoted to the comparison of the introduced concept of representativeness with alternative procedures for determining a single value function, which we adapted to sorting problems, because they were originally proposed for ranking problems.