Learning Rule Ensembles for Ordinal Classification with Monotonicity Constraints

Abstract

Ordinal classification problems with monotonicity constraints (also referred to as multicriteria classification problems) often appear in real-life applications, however, they are considered relatively less frequently in theoretical studies than regular classification problems. We introduce a rule induction algorithm based on the statistical learning approach that is tailored for this type of problems. The algorithm first monotonizes the dataset (excludes strongly inconsistent objects), using Stochastic Dominance-based Rough Set Approach, and then uses forward stagewise additive modeling framework for generating a monotone rule ensemble. Experimental results indicate that taking into account knowledge about order andmonotonicity constraints in the classifier can improve the prediction accuracy.