Capacity random forest for correlative multiple criteria decision pattern learning

The Choquet capacity and integral is an eminent scheme to represent the interaction knowledge among multiple decision criteria and deal with the independent multiple sources preference information. In this paper, we enhance this scheme’s decision pattern learning ability by combining it with another powerful machine learning tool, the random forest of decision trees. We first use the capacity fitting method to train the Choquet capacity and integral-based decision trees and then compose them into the capacity random forest (CRF) to better learn and explain the given decision pattern. The CRF algorithms of solving the correlative multiple criteria based ranking and sorting decision problems are both constructed and discussed. Two illustrative examples are given to show the feasibilities of the proposed algorithms. It is shown that on the one hand, CRF method can provide more detailed explanation information and a more reliable collective prediction result than the main existing capacity fitting methods; on the other hand, CRF extends the applicability of the traditional random forest method into solving the multiple criteria ranking and sorting problems with a relatively small pool of decision learning data.