A note on the Sobol' indices and interactive criteria

The Choquet integral and the Owen extension (or multilinear extension) are the most popular tools in multicriteria decision making to take into account the interaction between criteria. It is known that the interaction transform and the Banzhaf interaction transform arise as the average total variation of the Choquet integral and multilinear extension respectively. We consider in this note another approach to define interaction, by using the Sobol' indices which are related to the analysis of variance of a multivariate model. We prove that the Sobol' indices of the multilinear extension gives the square of the Fourier transform, a well-known concept in computer sciences. We also relate the latter to the Banzhaf interaction transform and compute the Sobol' indices for the 2-additive Choquet integral

Derivative of functions over lattices as a basis for the notion of interaction between attributes

The paper proposes a general notion of interaction between attributes, which can be applied to many fields in decision making and data analysis. It generalizes the notion of interaction defined for criteria modelled by capacities, by considering functions defined on lattices. For a given problem, the lattice contains for each attribute the partially ordered set of remarkable points or levels. The interaction is based on the notion of derivative of a function defined on a lattice, and appears as a generalization of the Shapley value or other probabilistic values

On the decomposition of Generalized Additive Independence models

The GAI (Generalized Additive Independence) model proposed by Fishburn is a generalization of the additive utility model, which need not satisfy mutual preferential independence. Its great generality makes however its application and study difficult. We consider a significant subclass of GAI models, namely the discrete 2-additive GAI models, and provide for this class a decomposition into nonnegative monotone terms. This decomposition allows a reduction from exponential to quadratic complexity in any optimization problem involving discrete 2-additive models, making them usable in practice

A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid

The main advances regarding the use of the Choquet and Sugeno integrals in multi-criteria decision aid over the last decade are reviewed. They concern mainly a bipolar extension of both the Choquet integral and the Sugeno integral, interesting particular submodels, new learning techniques, a better interpretation of the models and a better use of the Choquet integral in multi-criteria decision aid. Parallel to these theoretical works, the Choquet integral has been applied to many new fields, and several softwares and libraries dedicated to this model have been developed.Choquet integral, Sugeno integral, capacity, bipolarity, preferences

A value for bi-cooperative games

Bi-cooperative games were introduced by Bilbao et al. as a generalization of TU cooperative games, in which each player can participate positively, negatively, or not at all. In this paper, we propose a definition of a share of the worth obtained by some players after they decided on their participation in the game. It turns out that the cost allocation rule does not look for a given player to her contribution at the opposite participation option to the one she chooses. The relevance of the value is discussed on several examples.Bi-cooperative games ;Value ;Efficiency

The Choquet integral for the aggregation of interval scales in multicriteria decision making

This paper addresses the question of which models fit with information concerning the preferences of the decision maker over each attribute, and his preferences about aggregation of criteria (interacting criteria). We show that the conditions induced by these information plus some intuitive conditions lead to a unique possible aggregation operator: the Choquet integral.

Fuzzy measures and integrals in MCDA

This chapter aims at a unified presentation of various methods of MCDA based onfuzzy measures (capacity) and fuzzy integrals, essentially the Choquet andSugeno integral. A first section sets the position of the problem ofmulticriteria decision making, and describes the various possible scales ofmeasurement (difference, ratio, and ordinal). Then a whole section is devotedto each case in detail: after introducing necessary concepts, the methodologyis described, and the problem of the practical identification of fuzzy measuresis given. The important concept of interaction between criteria, central inthis chapter, is explained in details. It is shown how it leads to k-additivefuzzy measures. The case of bipolar scales leads to thegeneral model based on bi-capacities, encompassing usual models based oncapacities. A general definition of interaction for bipolar scales isintroduced. The case of ordinal scales leads to the use of Sugeno integral, andits symmetrized version when one considers symmetric ordinal scales. Apractical methodology for the identification of fuzzy measures in this contextis given. Lastly, we give a short description of some practical applications.Choquet integral; fuzzy measure; interaction; bi-capacities

Bipolarization of posets and natural interpolation

The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of $[0,1]^n$. We take this basic fact as a starting point to define the Choquet integral in a very general way, using the geometric realization of lattices and their natural triangulation, as in the work of Koshevoy. A second aim of the paper is to define a general mechanism for the bipolarization of ordered structures. Bisets (or signed sets), as well as bisubmodular functions, bicapacities, bicooperative games, as well as the Choquet integral defined for them can be seen as particular instances of this scheme. Lastly, an application to multicriteria aggregation with multiple reference levels illustrates all the results presented in the paper.Interpolation; Choquet integral; Lattice; Bipolar structure