Machine Learning-Driven Approach for Large Scale Decision Making with the Analytic Hierarchy Process

Marcos Antonio Alves, Ivan Reinaldo Meneghini, António Gaspar-Cunha and Frederico Gadelha Guimarães ()
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Marcos Antonio Alves: Graduate Program in Electrical Engineering, Universidade Federal de Minas Gerais, Av. Antonio Carlos 6627, Belo Horizonte 31270-901, MG, Brazil
Ivan Reinaldo Meneghini: Federal Institute of Education Science and Technology of Minas Gerais (IFMG), Campus Ibirité, Ibirité 32407-190, MG, Brazil
António Gaspar-Cunha: Institute of Polymers and Composites, University of Minho (Uminho), Campus Azurém, 4800-058 Guimarães, Portugal
Frederico Gadelha Guimarães: Department of Electrical Engineering, Universidade Federal de Minas Gerais, Belo Horizonte 31270-000, MG, Brazil

Mathematics, 2023, vol. 11, issue 3, 1-18

Abstract: The Analytic Hierarchy Process (AHP) multicriteria method can be cognitively demanding for large-scale decision problems due to the requirement for the decision maker to make pairwise evaluations of all alternatives. To address this issue, this paper presents an interactive method that uses online learning to provide scalability for AHP. The proposed method involves a machine learning algorithm that learns the decision maker’s preferences through evaluations of small subsets of solutions, and guides the search for the optimal solution. The methodology was tested on four optimization problems with different surfaces to validate the results. We conducted a one factor at a time experimentation of each hyperparameter implemented, such as the number of alternatives to query the decision maker, the learner method, and the strategies for solution selection and recommendation. The results demonstrate that the model is able to learn the utility function that characterizes the decision maker in approximately 15 iterations with only a few comparisons, resulting in significant time and cognitive effort savings. The initial subset of solutions can be chosen randomly or from a cluster. The subsequent ones are recommended during the iterative process, with the best selection strategy depending on the problem type. Recommendation based solely on the smallest Euclidean or Cosine distances reveals better results on linear problems. The proposed methodology can also easily incorporate new parameters and multicriteria methods based on pairwise comparisons.

Keywords: scalable decision making; pairwise matrices; multi-attribute decision methods; online machine learning; analytic hierarchy process (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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