Regularized estimation for preference disaggregation in multiple criteria decision making |
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Authors: | Michael Doumpos Constantin Zopounidis |
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Institution: | (1) Dept. of Production Engineering and Management, Financial Engineering Laboratory, Technical University of Crete, University Campus, 73100 Chania, Greece |
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Abstract: | Disaggregation methods have been extensively used in multiple criteria decision making to infer preferential information from
reference examples, using linear programming techniques. This paper proposes simple extensions of existing formulations, based
on the concept of regularization which has been introduced within the context of the statistical learning theory. The properties
of the resulting new formulations are analyzed for both ranking and classification problems and experimental results are presented
demonstrating the improved performance of the proposed formulations over the ones traditionally used in preference disaggregation
analysis. |
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Keywords: | Multiple criteria decision making Preference disaggregation Regularization Linear programming |
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