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Axiomatization of an importance index for Generalized Additive Independence models

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We consider MultiCriteria Decision Analysis models which are defined over discrete attributes, taking a finite number of values. We do not assume that the model is monotonically increasing with respect to the attributes values. Our aim is to define an importance index for such general models, encompassing Generalized-Additive Independence models as particular cases. They can be seen as being equivalent to k-ary games (multichoice games). We show that classical solutions like the Shapley value are not suitable for such models, essentially because of the efficiency axiom which does not make sense in this context. We propose an importance index which is a kind of average variation of the model along the attributes. We give an axiomatic characterization of it

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  • Mustapha Ridaoui & Michel Grabisch & Christophe Labreuche, 2017. "Axiomatization of an importance index for Generalized Additive Independence models," Documents de travail du Centre d'Economie de la Sorbonne 17048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Handle: RePEc:mse:cesdoc:17048
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    1. van den Nouweland, C.G.A.M.. & Potters, J.A.M. & Tijs, S.H. & Zarzuelo, J., 1991. "Cores and related solution concepts for multi-choice games," Research Memorandum FEW 478, Tilburg University, School of Economics and Management.
    2. Hans Peters & Horst Zank, 2005. "The Egalitarian Solution for Multichoice Games," Annals of Operations Research, Springer, vol. 137(1), pages 399-409, July.
    3. Michel Grabisch & Christophe Labreuche, 2010. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Annals of Operations Research, Springer, vol. 175(1), pages 247-286, March.
    4. José Zarzuelo & Marco Slikker & Flip Klijn, 1999. "Characterizations of a multi-choice value," International Journal of Game Theory, Springer;Game Theory Society, vol. 28(4), pages 521-532.
    5. Michel Grabisch & Fabien Lange, 2007. "Games on lattices, multichoice games and the shapley value: a new approach," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(1), pages 153-167, February.
    6. Hsiao Chih-Ru & Raghavan T. E. S., 1993. "Shapley Value for Multichoice Cooperative Games, I," Games and Economic Behavior, Elsevier, vol. 5(2), pages 240-256, April.
    7. van den Nouweland, C.G.A.M.. & Potters, J.A.M. & Tijs, S.H. & Zarzuelo, J., 1991. "Cores and related solution concepts for multi-choice games," Other publications TiSEM 27ab519f-7c86-4806-a3eb-c, Tilburg University, School of Economics and Management.
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    1. GRABISCH, Michel & LABREUCHE, Christophe & RIDAOUI, Mustapha, 2019. "On importance indices in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 277(1), pages 269-283.
    2. Mustapha Ridaoui & Michel Grabisch & Christophe Labreuche, 2018. "An axiomatisation of the Banzhaf value and interaction index for multichoices games," Post-Print halshs-01814977, HAL.
    3. Michel Grabisch & Christophe Labreuche, 2019. "Interpretation of multicriteria decision making models with interacting criteria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02381243, HAL.

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    Keywords

    MultiCriteria Decision Analysis; k-ary game; Shapley value;
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