A linear transform scheme for building weighted scoring rules 1

Abstract

It is often necessary to combine multiple scores into a joint decision in many real-world applications. To that end, an essential challenge is to build a proper weighted scoring rule, which assigns more weight to the more important scores and derives a final scoring value. In this paper, we first introduce some desirable properties of weighted scoring rules, and then propose a scheme that can incorporate weights into scores in a natural way. In addition, we show our method has overcome some drawbacks of a classic weighted scoring method. Finally, as a case study, we apply these weighted scoring methods to outlier detection to evaluate how much they help solve the ultimate ranking problem.