ELECTRE tree: a machine learning approach to infer ELECTRE Tri-B parameters

Abstract

PurposeThis paper presents an algorithm that can elicitate (infer) all or any combination of elimination and choice expressing reality (ELECTRE) Tri-B parameters. For example, a decision maker can maintain the values for indifference, preference and veto thresholds, and the study’s algorithm can find the criteria weights, reference profiles and the lambda cutting level. The study’s approach is inspired by a machine learning ensemble technique, the random forest, and for that, the authors named the study’s approach as ELECTRE tree algorithm.Design/methodology/approachFirst, the authors generate a set of ELECTRE Tri-B models, where each model solves a random sample of criteria and alternates. Each sample is made with replacement, having at least two criteria and between 10% and 25% of alternates. Each model has its parameters optimized by a genetic algorithm (GA) that can use an ordered cluster or an assignment example as a reference to the optimization. Finally, after the optimization phase, two procedures can be performed; the first one will merge all models, finding in this way the elicitated parameters and in the second procedure, each alternate is classified (voted) by each separated model, and the majority vote decides the final class.FindingsThe authors have noted that concerning the voting procedure, nonlinear decision boundaries are generated and they can be suitable in analyzing problems of the same nature. In contrast, the merged model generates linear decision boundaries.Originality/valueThe elicitation of ELECTRE Tri-B parameters is made by an ensemble technique that is composed of a set of multicriteria models that are engaged in generating robust solutions.