Canonical Separated Hierarchical Decomposition of the Choquet Integral Over a Finite Set

Author(s):  
Toshiaki Murofushi ◽  
Katsushige Fujimoto ◽  
Michio Sugeno

The paper shows the existence of a canonical separated hierarchical decomposition of the Choquet integral over a finite set. The decomposed system is a hierarchical combination of Choquet integrals with mutually disjoint domains, and equivalent to the original Choquet integral. The paper also gives canonical overlapped hierarchical decompositions of the Choquet integral over a semiatom.

Author(s):  
Toshiaki Murofushi ◽  
Michio Sugeno ◽  
Katsushige Fujimoto

The paper gives a necessary and sufficient condition for a Choquet integral to be decomposable into an equivalent separated hierarchical Choquet-integral system, which is a hierarchical combination of ordinary Choquet integrals with mutually disjoint domains.


Author(s):  
Katsushige Fujimoto ◽  
Toshiaki Murofushi ◽  
Michio Sugeno

In this paper, we provide the necessary and sufficient condition for a Choquet integral model to be decomposable into a canonical hierarchical Choquet integral model constructed by hierarchical combinations of some ordinary Choquet integral models. This condition is characterized by the pre-Znclusion-Exclusion Covering (pre-IEC). Moreover, we show that the pre-IEC is the subdivision of an IEC and that the additive hierarchical structure is the most fundamental one on considering a hierarchical decomposition of the Choquet integral model.


2019 ◽  
Vol 69 (4) ◽  
pp. 801-814 ◽  
Author(s):  
Sorin G. Gal

Abstract In this paper we introduce a new concept of Choquet-Stieltjes integral of f with respect to g on intervals, as a limit of Choquet integrals with respect to a capacity μ. For g(t) = t, one reduces to the usual Choquet integral and unlike the old known concept of Choquet-Stieltjes integral, for μ the Lebesgue measure, one reduces to the usual Riemann-Stieltjes integral. In the case of distorted Lebesgue measures, several properties of this new integral are obtained. As an application, the concept of Choquet line integral of second kind is introduced and some of its properties are obtained.


Author(s):  
Roman Bresson ◽  
Johanne Cohen ◽  
Eyke Hüllermeier ◽  
Christophe Labreuche ◽  
Michèle Sebag

Multi-Criteria Decision Making (MCDM) aims at modelling expert preferences and assisting decision makers in identifying options best accommodating expert criteria. An instance of MCDM model, the Choquet integral is widely used in real-world applications, due to its ability to capture interactions between criteria while retaining interpretability. Aimed at a better scalability and modularity, hierarchical Choquet integrals involve intermediate aggregations of the interacting criteria, at the cost of a more complex elicitation. The paper presents a machine learning-based approach for the automatic identification of hierarchical MCDM models, composed of 2-additive Choquet integral aggregators and of marginal utility functions on the raw features from data reflecting expert preferences. The proposed NEUR-HCI framework relies on a specific neural architecture, enforcing by design the Choquet model constraints and supporting its end-to-end training. The empirical validation of NEUR-HCI on real-world and artificial benchmarks demonstrates the merits of the approach compared to state-of-art baselines.


Author(s):  
Katsushige Fujimoto ◽  

The class of cardinal probabilistic interaction indices obtained as expected marginal interactions includes the Shapley, Banzhaf, and chaining interaction indices and the Möbius and co-Möbius transform so. We will survey cardinal-probabilistic interaction indices and their applications, focusing on axiomatic characterization of the class of cardinal-probabilistic interaction indices. We show that these typical cardinal-probabilistic interaction indices can be represented as the Stieltjes integrals with respect to choice-probability measures on [0,1]. We introduce a method for hierarchical decomposition of systems represented by the Choquet integral using interaction indices.


2020 ◽  
Vol 45 (3) ◽  
pp. 993-1015 ◽  
Author(s):  
Ruodu Wang ◽  
Yunran Wei ◽  
Gordon E. Willmot

This article contains various results on a class of nonmonotone, law-invariant risk functionals called the signed Choquet integrals. A functional characterization via comonotonic additivity is established along with some theoretical properties, including six equivalent conditions for a signed Choquet integral to be convex. We proceed to address two practical issues currently popular in risk management, namely robustness (continuity) issues and risk aggregation with dependence uncertainty, for signed Choquet integrals. Our results generalize in several directions those in the literature of risk functionals. From the results obtained in this paper, we see that many profound and elegant mathematical results in the theory of risk measures hold for the general class of signed Choquet integrals; thus, they do not rely on the assumption of monotonicity.


2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Zengtai Gong ◽  
Li Chen ◽  
Gang Duan

This paper deals with the Choquet integral of fuzzy-number-valued functions based on the nonnegative real line. We firstly give the definitions and the characterizations of the Choquet integrals of interval-valued functions and fuzzy-number-valued functions based on the nonadditive measure. Furthermore, the operational schemes of above several classes of integrals on a discrete set are investigated which enable us to calculate Choquet integrals in some applications. Secondly, we give a representation of the Choquet integral of a nonnegative, continuous, and increasing fuzzy-number-valued function with respect to a fuzzy measure. In addition, in order to solve Choquet integral equations of fuzzy-number-valued functions, a concept of the Laplace transformation for the fuzzy-number-valued functions in the sense of Choquet integral is introduced. For distorted Lebesgue measures, it is shown that Choquet integral equations of fuzzy-number-valued functions can be solved by the Laplace transformation. Finally, an example is given to illustrate the main results at the end of the paper.


Author(s):  
Fanyong Meng ◽  
Chunqiao Tan

As an extension of the classical averaging operators, Choquet integral has been shown a powerful tool for decision theory. In this paper, a method based on the generalized interval-valued intuitionistic fuzzy Choquet integrals w.r.t. the generalized interaction indices is proposed for multiattribute group decision making problems, where the importance of the elements is considered, and their interactions are reflected. Based on the given operational laws on interval-valued intuitionistic fuzzy sets, the interval-valued intuitionistic fuzzy Choquet integrals with respect to the generalized Shapley and Banzhaf indices are defined. Moreover, some of their properties are studied, such as idempotency, boundary, comonotonic linearity and μ–linearity. Furthermore, a decision procedure based on the proposed operators is developed for solving multi-attribute group decision making under interval-valued intuitionistic fuzzy environment. Finally, a numerical example is provided to illustrate the developed procedure.


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