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DC optimization for constructing discrete Sugeno integrals and learning nonadditive measures
Published in Optimization, 2020
G. Beliakov, M. Gagolewski, S. James
A key feature of capacities is that they are not necessarily additive (for brevity, we call them nonadditive). Hence, they extend the traditional probability measures, enabling one to efficiently represent the variety of cases of interaction among multiple decision criteria [2,6,11,12]. It is generally accepted that an additive capacity reflects independence among the decision criteria, whereas superadditivity (more generally, supermodularity) reflects complementarity and subadditivity (submodularity) reflects redundancy. The Shapley interaction index (see [1,13]), as well as some alternative indices [12,14–16], measures the degree of interaction within a group of criteria.