Robust Ordinal Regression

Salvatore Greco (), Roman Słowiński (), José Rui Figueira () and Vincent Mousseau ()
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Salvatore Greco: University of Catania
Roman Słowiński: Poznań University of Technology
José Rui Figueira: Technical University of Lisbon and TagusPark
Vincent Mousseau: Ecole Centrale Paris

Chapter Chapter 9 in Trends in Multiple Criteria Decision Analysis, 2010, pp 241-283 from Springer

Abstract: Abstract Within disaggregation–aggregation approach, ordinal regressionaims at inducing parameters of a preference model, for example, parameters of a value function, which represent some holistic preference comparisons of alternatives given by the Decision Maker (DM). Usually, from among many sets of parameters of a preference model representing the preference information given by the DM, only one specific set is selected and used to work out a recommendation. For example, while there exist many value functions representing the holistic preference information given by the DM, only one value function is typically used to recommend the best choice, sorting, or ranking of alternatives. Since the selection of one from among many sets of parameters compatible with the preference information given by the DM is rather arbitrary, robust ordinal regressionproposes taking into account all the sets of parameters compatible with the preference information, in order to give a recommendation in terms of necessary and possible consequences of applying all the compatible preference models on the considered set of alternatives. In this chapter, we present the basic principle of robust ordinal regression, and the main multiple criteria decision methods to which it has been applied. In particular, UTA GMS and GRIPmethods are described, dealing with choice and ranking problems, then UTADIS GMS , dealing with sorting (ordinal classification) problems. Next, we present robust ordinal regression applied to Choquet integral for choice, sorting, and ranking problems, with the aim of representing interactions between criteria. This is followed by a characterization of robust ordinal regression applied to outranking methods and to multiple criteria group decisions. Finally, we describe an interactive multiobjective optimization methodology based on robust ordinal regression, and an evolutionary multiobjective optimization method, called NEMO, which is also using the principle of robust ordinal regression.

Keywords: Robust ordinal regression; Multiple criteria choice; Sorting and ranking; Additive value functions; Choquet integral; Outranking methods; Multiple criteria group decisions; Interactive multiobjective optimization; Evolutionary multiobjective optimization (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/978-1-4419-5904-1_9

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