Robustness Analysis of an Outranking Model Parameters' Elicitation Method in the Presence of Noisy Examples

Abstract

One of the main concerns in Multicriteria Decision Aid (MCDA) is robustness analysis. Some of the most important approaches to model decision maker preferences are based on fuzzy outranking models whose parameters (e.g., weights and veto thresholds) must be elicited. The so-called preference-disaggregation analysis (PDA) has been successfully carried out by means of metaheuristics, but this kind of works lacks a robustness analysis. Based on the above, the present research studies the robustness of a PDA metaheuristic method to estimate model parameters of an outranking-based relational system of preferences. The method is considered robust if the solutions obtained in the presence of noise can maintain the same performance in predicting preference judgments in a new reference set. The research shows experimental evidence that the PDA method keeps the same performance in situations with up to 10% of noise level, making it robust.