Axiomatization of an importance index for Generalized Additive Independence models

Mustapha Ridaoui (), Michel Grabisch and Christophe Labreuche ()
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Mustapha Ridaoui: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École nationale des ponts et chaussées - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement
Christophe Labreuche: Thales Research and Technology [Palaiseau] - THALES [France]

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: We consider MultiCriteria Decision Analysis models which are defined over discrete attributes, taking a finite number of values. We do not assume that the model is monotonically increasing with respect to the attributes values. Our aim is to define an importance index for such general models, encompassing Generalized-Additive Independence models as particular cases. They can be seen as being equivalent to k-ary games (multichoice games). We show that classical solutions like the Shapley value are not suitable for such models, essentially because of the efficiency axiom which does not make sense in this context. We propose an importance index which is a kind of average variation of the model along the attributes. We give an axiomatic characterization of it.

Date: 2017-10
New Economics Papers: this item is included in nep-gth
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01659796v1
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Published in 2017

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Working Paper: Axiomatization of an importance index for Generalized Additive Independence models (2017)
Working Paper: Axiomatization of an importance index for Generalized Additive Independence models (2017)
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