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A MIP-based approach to learn MR-Sort models with single-peaked preferences

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Abstract

The Majority Rule Sorting (MR-Sort) method assigns alternatives evaluated on multiple criteria to one of the predefined ordered categories. The Inverse MR-Sort problem (Inv-MR-Sort) consists in computing MR-Sort parameters that match a dataset. Existing learning algorithms for Inv-MR-Sort consider monotone preference on criteria. We extend this problem to the case where the preference on criteria are not necessarily monotone, but possibly single-peaked (or single-valley). We propose a mixed-integer programming based algorithm that learns from the training data the preference on criteria together with the other MR-Sort parameters. Numerical experiments investigate the performance of the algorithm, and we illustrate its use on a real-world case study.

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Notes

  1. It should be noted that if the peak is drawn as an extreme value, the single-peaked (or single-valley) criterion actually corresponds to a monotone (gain or cost) criterion.

  2. ASA stands for “American Society of Anesthesiologists”.

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Correspondence to Vincent Mousseau.

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Minoungou, P., Mousseau, V., Ouerdane, W. et al. A MIP-based approach to learn MR-Sort models with single-peaked preferences. Ann Oper Res 325, 795–817 (2023). https://doi.org/10.1007/s10479-022-05007-5

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