Interpretable self-organizing map assisted interactive multi-criteria decision-making following Pareto-Race

Abstract

The problem-solving task of the multi-criteria decision-making (MCDM) approach involves decision makers’ (DMs’) interaction by incorporating their preferences to arrive at one or more preferred near Pareto-optimal solution(s). The Pareto-Race is an interactive MCDM approach that relies on finding preferred solutions as the DM navigates on the Pareto surface by selecting the preferred reference direction and uniform/varying speed using the concept of Achievement Scalarization Function (ASF) or its augmented version (AASF). Selecting a reference direction or speed is possible, algorithmically, but the effectiveness of the Pareto-Race concept relies on suitable visualization methods that present the series of past solutions and convey the current objective trade-off information to assist the DM’s in decision-making task. Traditional multi-dimensional Pareto-optimal front visualization methods like parallel coordinate plots, radial visualization, and heat maps are deemed insufficient for this purpose. Therefore, the paper proposes integrating the concept of the Pareto-Race MCDM approach with a recently developed interpretable self-organizing map (iSOM) based visualization method. The iSOM maps high-dimensional data into lower-dimensional space, facilitating visual convenience for the DM. The proposed method requires a finite-size representation of non-dominated solutions near the complete Pareto Front to generate iSOM plots of objectives. We also propose visualizing the metrics such as closeness to constraint boundaries, trade-off value, and robustness using iSOM to check the quality of the preferred solutions, which is rarely considered in existing MCDM approaches. iSOM plots of objective functions, closeness to constraint, trade-off, and robustness metrics assist the DM in effectively choosing new reference direction and step size in each iteration to arrive at the most preferred solution. The proposed iSOM-enabled Pareto-Race approach is demonstrated on benchmark analytical and real-world engineering examples with 3 to 10 objectives.