Decision making is a complex task that involves a multitude of perspectives, constraints, and variables. Multiple Criteria Decision Analysis (MCDA) is a process that has been used for several decades to support decision making. It includes a series of steps that systematically help Decision Maker(s) (DM(s)) and stakeholders in structuring a decision making problem, identifying their preferences, and building a decision recommendation consistent with those preferences. Over the last decades, many studies have demonstrated the conduct of the MCDA process and how to select an MCDA method. Until now, there has not been a review of these studies, nor a proposal of a unified and comprehensive high-level representation of the MCDA process characteristics (i.e., features), which is the goal of this paper. We introduce a review of the research that defines how to conduct the MCDA process, compares MCDA methods, and presents Decision Support Systems (DSSs) to recommend a relevant MCDA method or a subset of methods. We then synthesize this research into a taxonomy of characteristics of the MCDA process, grouped into three main phases, (i) problem formulation, (ii) construction of the decision recommendation, and (iii) qualitative features and technical support. Each of these phases includes a subset of the 10 characteristics that helps the analyst implementing the MCDA process, while also being aware of the implication of these choices at each step. By showing how decision making can be split into manageable and justifiable steps, we reduce the risk of overwhelming the analyst, as well as the DMs/stakeholders during the MCDA process. A questioning strategy is also proposed to demonstrate how to apply the taxonomy to map MCDA methods and select the most relevant one(s) using real case studies. Additionally, we show how the DSSs for MCDA method recommendation can be grouped into three main clusters. This proposal can enhance a traceable and categorizable development of such systems.
Multiple Criteria Decision Aiding (MCDA) offers a diversity of approaches designed for providing the decision maker (DM) with a recommendation concerning a set of alternatives (items, actions) evaluated from multiple points of view, called criteria. This paper aims at drawing attention of the Machine Learning (ML) community upon recent advances in a representative MCDA methodology, called Robust Ordinal Regression (ROR). ROR learns by examples in order to rank a set of alternatives, thus considering a similar problem as Preference Learning (ML-PL) does. However, ROR implements the interactive preference construction paradigm, which should be perceived as a mutual learning of the model and the DM. The paper clarifies the specific interpretation of the concept of preference learning adopted in ROR and MCDA, comparing it to the usual concept of preference learning considered within ML. This comparison concerns a structure of the considered problem, types of admitted preference information, a character of the employed preference models, ways of exploiting them, and techniques to arrive at a final ranking.
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