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Utility Elicitation as a Classification Problem

2013, arXiv (Cornell University)

Abstract

We investigate the application of classification tech niques to utility elicitation. In a decision problem, two sets of parameters must generally be elicited: the prob abilities and the utilities. While the prior and condi tional probabilities in the model do not change from user to user, the utility models do. Thus it is necessary to elicit a utility model separately for each new user. Elicitation is long and tedious, particularly if the out come space is large and not decomposable. There are two common approaches to utility function elicitation. The first is to base the determination of the user's util ity function solely on elicitation of qualitative prefer ences. The second makes assumptions about the form and decomposability of the utility function. Here we take a different approach: we attempt to identify the new user's utility function based on classification rel ative to a database of previously collected utility func tions. We do this by identifying clusters of utility func tions that minimize an appropriate distance measure. Having identified the clusters, we develop a classifi cation scheme that requires many fewer and simpler assessments than full utility elicitation and is more ro bust than utility elicitation based solely on preferences. We have tested our algorithm on a small database of utility functions in a prenatal diagnosis domain and the results are quite promising.