Inferring Preferences for Multi-Criteria Ordinal Classification Methods Using Evolutionary Algorithms

Multicriteria sorting involves assigning the objects of decisions (actions) into
$a$
priori known ordered classes considering the preferences of a decision maker (DM). Two new multicriteria sorting methods were recently proposed by the authors. These methods are based on a novel approach called interval-based outranking which provides the methods with attractive practical and theoretical characteristics. However, as is well known, defining parameter values for methods based on the outranking approach is often very difficult. This difficulty arises not only from the large number of parameters and the DM’s lack of familiarity with them, but also from imperfectly known (even missing) information. Here, we address: i) how to elicit the parameter values of the two new methods, and ii) how to incorporate imperfect knowledge during the elicitation. We follow the preference disaggregation paradigm and use evolutionary algorithms to address it. Our proposal performs very well in a wide range of computational experiments. Interesting findings are: i) the method restores the assignment examples with high effectiveness using only three profiles in each limiting boundary or representative actions per class; and ii) the ability to appropriately assign unknown actions can be greatly improved by increasing the number of limiting profiles.