Learning the Parameters of ELECTRE-Based Primal-Dual Sorting Methods that Use Either Characteristic or Limiting Profiles

Abstract

Two multicriteria-sorting methods that generalize the relational paradigm have been recently presented in the literature. One uses objects representative of classes, the other uses objects in the limiting boundaries of classes; both can use either a reflexive or an asymmetric preference relation. However, defining the parameters of relation-based methods is not straightforward. The present work operationalizes those methods with a methodology that takes examples provided by the decision-maker and, using an accuracy measure that specifically fits the characteristics of the methods, exploits an evolutionary algorithm to determine the parameters that best reproduce such examples. The assessment of the proposal showed that (i) it can achieve considerably high levels of out-of-sample effectiveness with only a few decision examples; (ii) the inference process is more effective learning the parameters of the method based on representative objects; (iii) it tends to be more effective with a reflexive relation; (iv) the effectiveness decreases while increasing the number of classes, which is not always the case when increasing the number of criteria. Theoretical properties of the proposed methodology will be investigated in future works.