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Learning MR-Sort rules with coalitional veto Olivier Sobrie 1,2 Vincent Mousseau 1 Marc Pirlot 2 1 Universit Paris-Saclay - CentraleSuplec 2 Universit de Mons - Facult polytechnique November 7, 2016 Learning MR-Sort rules with coalitional


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Learning MR-Sort rules with coalitional veto

Olivier Sobrie1,2 Vincent Mousseau1 Marc Pirlot2

1 Université Paris-Saclay - CentraleSupélec 2 Université de Mons - Faculté polytechnique

November 7, 2016

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1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 1. Sorting problem

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 1. Sorting problem

Sorting problem

Settings

◮ Assignment of alternatives in categories ◮ Categories are ordered ◮ Alternatives are evaluated on monotone criteria

Example of sorting problem

◮ Assignment of hotels in two categories : “Bad” and “Good”

. . . distance to the beach 600m 300m 50m 200m . . . distance to the center 500m 100m 600m 300m . . . price 150e 130e 90e 80e . . . size 45m2 35m2 30m2 25m2 . . . rating . . .

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  • 1. Sorting problem

Sorting problem

Settings

◮ Assignment of alternatives in categories ◮ Categories are ordered ◮ Alternatives are evaluated on monotone criteria

Example of sorting problem

◮ Assignment of hotels in two categories : “Bad” and “Good”

Good Bad

Plaza Hilton Travelhodge Majestic Rambla Front Maritim Miramar Hotel W

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  • 2. MR-Sort

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 2. MR-Sort

Majority rule sorting model

◮ Sorting model (p ordered categories, i.e. C p ≻ C p−1 ≻ . . . ≻ C 1) ◮ Axiomatized by Bouyssou and Marchant (2007a,b)

C1 C2 C3

  • crit. 1

w1

  • crit. 2

w2

  • crit. 3

w3

  • crit. 4

w4

  • crit. 5

w5 b1 b2

◮ n weights (w1, . . . , wn) ◮ 1 majority threshold (λ) ◮ p − 1 profiles (b1, . . . , bp−1)

Assignment rule

a ∈ C h ⇔

  • j:aj ≥bh−1

j

wj ≥ λ and

  • j:aj ≥bh

j

wj < λ

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  • 2. MR-Sort

MR-Sort applied to the introductory example

◮ Sorting accommodations in two categories : Good and Bad

Bad Good

200m 400m 100e 25m2 3 0m 0m 0e 45m2 5 600m 800m 200e 5m2 1

b1

crit. wj beach 0.2 center 0.2 price 0.2 size 0.2 rating 0.2 λ = 0.6

Assignment rule

hotel ∈ Good ⇔

  • j:aj ≥b1

j

wj ≥ λ

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  • 2. MR-Sort

MR-Sort applied to the introductory example

◮ Sorting accommodations in two categories : Good and Bad

Bad Good

300m 400m 100e 25m2 3 0m 0m 0e 45m2 5 600m 800m 200e 5m2 1

b1

crit. wj beach 0.2 center 0.2 price 0.2 size 0.2 rating 0.2 λ = 0.6 50m 600m 90e 30m2

Assignment rule

hotel ∈ Good ⇔

  • j:aj ≥b1

j

wj ≥ λ Hilton

∈ Good

  • j:aj≥b1

j

wj = 0.8

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  • 2. MR-Sort

MR-Sort applied to the introductory example

◮ Sorting accommodations in two categories : Good and Bad

Bad Good

300m 400m 100e 25m2 3 0m 0m 0e 45m2 5 600m 800m 200e 5m2 1

b1

crit. wj beach 0.2 center 0.2 price 0.2 size 0.2 rating 0.2 λ = 0.6 300m 500m 130e 35m2 4

Assignment rule

hotel ∈ Good ⇔

  • j:aj ≥b1

j

wj ≥ λ Plaza

∈ Bad

  • j:aj≥b1

j

wj = 0.4

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  • 3. Learning a MR-Sort model

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 3. Learning a MR-Sort model

Heuristic algorithm for learning a MR-Sort model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set

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  • 3. Learning a MR-Sort model

Heuristic algorithm for learning a MR-Sort model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set

Profiles initialized with a heu- ristic with some randomness

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  • 3. Learning a MR-Sort model

Heuristic algorithm for learning a MR-Sort model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set

Profiles initialized with a heuristic with some randomness Fixed profiles Maximization of the CA

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  • 3. Learning a MR-Sort model

Heuristic algorithm for learning a MR-Sort model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set

Profiles initialized with a heuristic with some randomness Fixed profiles Maximization of the CA Fixed weights and majority threshold Maximization of the CA

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  • 3. Learning a MR-Sort model

Heuristic algorithm for learning a MR-Sort model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set

Profiles initialized with a heuristic with some randomness Fixed profiles Maximization of the CA Fixed weights and majority thre- shold Maximization of the CA Once a model restores all the assignment examples

  • r after Nit iterations

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  • 3. Learning a MR-Sort model

Heuristic algorithm for learning a MR-Sort model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set

Profiles initialized with a heuristic with some randomness Fixed profiles Maximization of the CA Fixed weights and majority thre- shold Maximization of the CA Once a model restores all the assignment examples

  • r after Nit iterations

The best model regarding CA

  • r AUC is returned

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  • 4. MR-Sort with coalitional veto

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 4. MR-Sort with coalitional veto

MR-Sort with binary veto rule

◮ Sorting model (p ordered categories, i.e. C p ≻ C p−1 ≻ . . . ≻ C 1) ◮ Veto if alternative worse than the veto profile on any criterion

C1 C2 C3

  • crit. 1

w1

  • crit. 2

w2

  • crit. 3

w3

  • crit. 4

w4

  • crit. 5

w5 b1 b2 v2 v1

◮ n weights (w1, . . . , wn) ◮ 1 majority threshold (λ) ◮ p − 1 profiles (b1, . . . , bp−1) ◮ p − 1 veto profiles

(v1, . . . , vp−1) Assignment rule

a ∈ C h ⇔

  • j:aj ≥bh−1

j

wj ≥ λ and ∄j : aj ≤ vh−1

j

AND

  • j:aj ≥bh

j

wj < λ or ∃j : aj ≤ vh

j

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  • 4. MR-Sort with coalitional veto

MR-Sort with binary veto rule

◮ Veto if alternative worse than the veto profile on any criterion

Bad Good

300m 400m 100e 25m2 3 0m 0m 0e 45m2 5 600m 800m 200e 5m2 1

b1

crit. wj beach 0.2 center 0.2 price 0.2 size 0.2 rating 0.2 λ = 0.6 50m 200m 150e 30m2 2

v1

550m 700m 125e

Assignment rule

hotel ∈ Good ⇔

  • j:aj ≥b1

j

wj ≥ λ and ∄j : aj ≤ v 1

j

Rambla

∈ Bad

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  • 4. MR-Sort with coalitional veto

MR-Sort with coalitional veto rule

◮ Sorting model (p ordered categories, i.e. C p ≻ C p−1 ≻ . . . ≻ C 1) ◮ Veto if alternative worse than the veto profile on a subset of criteria

C1 C2 C3

  • crit. 1

w1 z1

  • crit. 2

w2 z2

  • crit. 3

w3 z3

  • crit. 4

w4 z4

  • crit. 5

w5 z5 b1 b2 v2 v1

◮ n weights (w1, . . . , wn) ◮ n veto weights (z1, . . . , zn) ◮ 1 majority threshold (λ) ◮ 1 veto threshold (Λ) ◮ p − 1 profiles (b1, . . . , bp−1) ◮ p − 1 veto profiles

(v1, . . . , vp−1)

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  • 4. MR-Sort with coalitional veto

MR-Sort with coalitional veto rule

◮ Sorting model (p ordered categories, i.e. C p ≻ C p−1 ≻ . . . ≻ C 1) ◮ Veto if alternative worse than the veto profile on a subset of criteria

C1 C2 C3

  • crit. 1

w1 z1

  • crit. 2

w2 z2

  • crit. 3

w3 z3

  • crit. 4

w4 z4

  • crit. 5

w5 z5 b1 b2 v2 v1

Assignment rule

a ∈ C h ⇔

  • j:aj ≥bh−1

j

wj ≥ λ and

  • j:aj ≤vh

j

zj < Λ AND

  • j:aj ≥bh

j

wj < λ or

  • j:aj ≤vh

j

zj ≥ Λ

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  • 4. MR-Sort with coalitional veto

MR-Sort with coalitional veto rule

◮ Veto if alternative worse than the veto profile on a subset of criteria

Bad Good

300m 400m 100e 25m2 3 0m 0m 0e 45m2 5 600m 800m 200e 5m2 1

b1

crit. wj zj beach 0.2 0.2 center 0.2 0.2 price 0.2 0.2 size 0.2 0.2 rating 0.2 0.2 λ = 0.6 Λ = 0.4 50m 200m 150e 30m2 2 150m 100m 175e 35m2 4

v1

550m 700m 125e

Assignment rule

hotel ∈ Good ⇔

  • j:aj ≥b1

j

wj ≥ λ and

  • j:aj ≤v1

j

zj < Λ Rambla

∈ Bad

Majestic

∈ Good

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  • 5. Learning a MR-SortCV model

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 5. Learning a MR-SortCV model

Heuristic algo. for learning a MR-SortCV model

Initialization of Nmod MR-Sort models LP learning the weights and the majority threshold Heuristic adjus- ting the profiles Stopping criterion met ? MR-Sort model Reinitialize

  • Nmod

2

  • worst models

Learning set Initialize a set

  • f veto profiles

LP learning the veto weights and threshold Heuristic ad- justing the veto profiles Discard or keep veto

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  • 6. Experimental results

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 6. Experimental results

Experimental results I

◮ Datasets used in Tehrani et al. (2012); Sobrie et al. (2015) ◮ 120 to 1728 instances ◮ 4 to 8 attributes ◮ 2 to 36 categories

Data set #instances #attributes #categories DBS 120 8 2 CPU 209 6 4 BCC 286 7 2 MPG 392 7 36 ESL 488 4 9 MMG 961 5 2 ERA 1000 4 4 LEV 1000 4 5 CEV 1728 6 4

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  • 6. Experimental results

Experimental results II

◮ Categories have been binarized ◮ Datasets split in twofold 50/50 partition : a learning and a test set

(operation repeated 100 times)

◮ Average classification accuracy of the test set :

Data set MR-Sort MR-SortCV DBS 0.8377 ± 0.0469 0.8390 ± 0.0476 CPU 0.9325 ± 0.0237 0.9429 ± 0.0244 BCC 0.7250 ± 0.0379 0.7044 ± 0.0299 MPG 0.8219 ± 0.0237 0.8240 ± 0.0391 ESL 0.8996 ± 0.0185 0.9024 ± 0.0179 MMG 0.8268 ± 0.0151 0.8267 ± 0.0119 ERA 0.7944 ± 0.0173 0.7959 ± 0.0270 LEV 0.8408 ± 0.0122 0.8551 ± 0.0171 CEV 0.8516 ± 0.0091 0.8516 ± 0.0665

◮ MR-SortCV doesn’t improve the performances

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  • 6. Experimental results

Experimental results III

◮ Results obtained with the original datasets ◮ Datasets split in twofold 50/50 partition : a learning and a test set

(operation repeated 100 times)

◮ Average classification accuracy of the test set :

Dataset # cat. MR-Sort MR-SortCV CPU 4 0.8039 ± 0.0354 0.8469 ± 0.0426 ERA 4 0.5123 ± 0.0233 0.5230 ± 0.0198 LEV 5 0.5662 ± 0.0258 0.5734 ± 0.0213 CEV 4 0.7664 ± 0.0193 0.7832 ± 0.0130

◮ MR-SortCV performs better with more than 2 categories

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  • 6. Experimental results

Experimental results IV

◮ Tests with artificial datasets ◮ Learning set composed of 1000 alternatives assigned to 2

categories by a random generated MR-SortCV model composed

  • f 4 to 7 criteria

◮ Test set composed of 10000 alternatives ◮ The learning set is used as input of the heuristic algorithm learning a

MR-SortCV model # criteria Learning set Test set 4 0.9908 ± 0.01562 0.98517 ± 0.01869 5 0.9904 ± 0.01447 0.98328 ± 0.01677 6 0.9860 ± 0.01560 0.97547 ± 0.02001 7 0.9827 ± 0.01766 0.96958 ± 0.02116

◮ The learned models restore on average ∼ 99% of the examples ◮ Good performances in generalization

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  • 7. Conclusion

1 Sorting problem 2 MR-Sort 3 Learning a MR-Sort model 4 MR-Sort with coalitional veto 5 Learning a MR-SortCV model 6 Experimental results 7 Conclusion

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  • 7. Conclusion

Conclusion

◮ New and general form of veto condition ◮ “Reversed” MR-Sort (concordance) rule ◮ No significant improvements ◮ Veto adds limited descriptive ability to the MR-Sort model ◮ It confirms the results obtained by Olteanu and Meyer (2014)

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  • 7. Conclusion

Vielen Dank für Ihre Aufmerksamkeit

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References I

Bouyssou, D. and Marchant, T. (2007a). An axiomatic approach to noncompensatory sorting methods in MCDM, I : The case of two

  • categories. European Journal of Operational Research, 178(1) :217–245.

Bouyssou, D. and Marchant, T. (2007b). An axiomatic approach to noncompensatory sorting methods in MCDM, II : More than two

  • categories. European Journal of Operational Research, 178(1) :246–276.

Olteanu, A. L. and Meyer, P. (2014). Inferring the parameters of a majority rule sorting model with vetoes on large datasets. In DA2PL 2014 : From Multicriteria Decision Aid to Preference Learning, pages 87–94. Sobrie, O., Gillis, N., Mousseau, V., and Pirlot, M. (2015). Using polynomial marginal utility functions in UTADIS. In 27th European Conference on Operational Research, Glasgow, Scotland. Tehrani, A. F., Cheng, W., Dembczyński, K., and Hüllermeier, E. (2012). Learning monotone nonlinear models using the Choquet integral. Machine Learning, 89(1–2) :183–211.