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Regularized estimation for preference disaggregation in multiple criteria decision making

Zopounidis Konstantinos, Michael Doumpos

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URI: http://purl.tuc.gr/dl/dias/5358EFC6-F5AF-47D5-B0DD-0836A53EE3F9
Year 2007
Type of Item Peer-Reviewed Journal Publication
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Bibliographic Citation M. Doumpos and C. Zopounidis, "Regularized estimation for preference disaggregation in multiple criteria decision making," Computat. Optimizat. Applicat., vol. 38, no. 1, pp. 61-80, Sep. 2007. doi:10.1007/s10589-007-9037-9 https://doi.org/10.1007/s10589-007-9037-9
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Summary

Disaggregation methods have been extensively used in multiple criteria decision making to infer preferential information from reference examples, using linear programming techniques. This paper proposes simple extensions of existing formulations, based on the concept of regularization which has been introduced within the context of the statistical learning theory. The properties of the resulting new formulations are analyzed for both ranking and classification problems and experimental results are presented demonstrating the improved performance of the proposed formulations over the ones traditionally used in preference disaggregation analysis.

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