Decision Rule Extraction for Regularized Multiple Criteria Linear Programming Model

  • Authors:
  • DongHong Sun;Li Liu;Peng Zhang;Xingquan Zhu;Yong Shi

  • Affiliations:
  • Tsinghua University, China;University of Technology, Sydney, Australia;Chinese Academy of Sciences, China;University of Technology, Sydney, Australia;Chinese Academy of Sciences, China, and University of Nebraska at Omaha, USA

  • Venue:
  • International Journal of Data Warehousing and Mining
  • Year:
  • 2011

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Abstract

Due to the flexibility of multi-criteria optimization, Regularized Multiple Criteria Linear Programming RMCLP has received attention in decision support systems. Numerous theoretical and empirical studies have demonstrated that RMCLP is effective and efficient in classifying large scale data sets. However, a possible limitation of RMCLP is poor interpretability and low comprehensibility for end users and experts. This deficiency has limited RMCLP's use in many real-world applications where both accuracy and transparency of decision making are required, such as in Customer Relationship Management CRM and Credit Card Portfolio Management. In this paper, the authors present a clustering based rule extraction method to extract explainable and understandable rules from the RMCLP model. Experiments on both synthetic and real world data sets demonstrate that this rule extraction method can effectively extract explicit decision rules from RMCLP with only a small compromise in performance.