The incomplete Analytic Hierarchy Process and Bradley-Terry model inconsistency and information retrieval

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The incomplete Analytic Hierarchy Process and
Bradley-Terry model: (in)consistency and information
retrieval
László Gyarmati1,, Éva Orbán-Mihálykó1, Csaba Mihálykó1,
Sándor Bozóki2,3, Zsombor Szádoczki2,3
1Department of Mathematics, University of Pannonia, 8200 Veszprém, Hungary
2Research Group of Operations Research and Decision Systems,
Research Laboratory on Engineering & Management Intelligence
Institute for Computer Science and Control (SZTAKI), Eötvös Loránd Research Network
(ELKH), Budapest, Hungary
3Department of Operations Research and Actuarial Sciences
Corvinus University of Budapest, Hungary
Abstract
Several methods of preference modeling, ranking, voting and multi-criteria decision
making include pairwise comparisons. It is usually simpler to compare two objects at
a time, furthermore, some relations (e.g., the outcome of sports matches) are naturally
known for pairs. This paper investigates and compares pairwise comparison models
and the stochastic Bradley-Terry model. It is proved that they provide the same
priority vectors for consistent (complete or incomplete) comparisons. For incomplete
comparisons, all filling in levels are considered. Recent results identified the optimal
subsets and sequences of multiplicative/additive/reciprocal pairwise comparisons for
small sizes of items (up to n= 6). Simulations of this paper show that the same
subsets and sequences are optimal in case of the Bradley-Terry and the Thurstone
models as well. This, somehow surprising, coincidence suggests the existence of a
more general result. Further models of information and preference theory are subject
to future investigation in order to identify optimal subsets of input data.
Keywords: paired comparison, pairwise comparison, consistency, Bradley-Terry model,
information retrieval, graph of graphs;
1
arXiv:2210.03700v1 [math.OC] 7 Oct 2022
1 Introduction
Comparison in pairs is a frequently used method in ranking and rating objects when scaling
is difficult due to its subjective nature. From a methodological point of view, two main
types of models can be distinguished: the ones based on pairwise comparison matrices
(PCMs) and the stochastic models motivated by Thurstone. The aim of this paper is to
present some linkages between these approaches. We establish a direct relation between
them via the concept of consistency. Evaluating consistent data, we mainly focus on the
similarities of the results in the case of incomplete comparisons. In (Bozóki and Szádoczki,
2022) and (Szádoczki et al., 2022), the authors investigate incomplete pairwise compar-
isons evaluated via two different weight calculation techniques from an information retrieval
point of view. Incompleteness means that the comparisons between some pairs of objects
are missing. In case of consistent data, this absent information is preserved in the results
of the compared pairs. However, in real problems, the results of comparisons are usually
not consistent, therefore this missing information can cause significant modifications in the
evaluations. The main question of the (Bozóki and Szádoczki, 2022) and (Szádoczki et al.,
2022) is which structure of the comparisons is optimal for fixed numbers of comparisons
investigating pairwise comparison matrices via the logarithmic least squares and the eigen-
vector methods (LLSM and EM). We ask the same question in case of the Bradley-Terry
(BT) model, when the evaluation is performed via maximum likelihood estimation (MLE).
What are the similarities and the differences of the optimal comparisons’ arrangements in
case of LLSM and BT? Do the findings of the papers remain valid in the case of a sub-
stantially different paired comparison method? Are the conclusions method-specific, i.e.,
do the results of the paper (Bozóki and Szádoczki, 2022) apply only for the method LLSM
and EM or in general as well, for other models based on paired comparisons?
The rest of the paper is organized as follows. Section 2 presents the closely related
literature and the research gap that we would like to consider in the current study. Sec-
tion 3 describes the preliminary methods, namely the AHP with LLSM, EM and the
Bradley-Terry model with MLE. In Section 4 we describe the connection between these
models. We pay special attention to consistency, which is deeply investigated in PCM-
based methods, but not in stochastic models. Subsection 4.1 contains theoretical results
about the connection of the models in consistent cases, while Subsection 4.2 presents ex-
amples demonstrating the differences if the data are inconsistent. Section 5 details the
2
simulation methodology that is used to find optimal solutions concerning information re-
trieval, while Section 6 contains the main results of the numerical experiments. Finally,
Section 7 concludes and discusses further research questions.
2 Literature review
Applying the method of paired comparisons is essential in psychology (Thurstone, 1927),
sports (Csató, 2021; Orbán-Mihálykó et al., 2022), preference modelling (Choo and Wed-
ley, 2004; Mantik et al., 2022), ranking (Fürnkranz and Hüllermeier, 2011; Shah and Wain-
wright, 2018), and decision making methods (Stewart, 1992).
Through the concept of consistency/inconsistency, we compare some recent results
(Bozóki and Szádoczki, 2022) gained on the domain of PCMs used by the popular multi-
attribute decision making method Analytic Hierarchy Process (AHP) (Saaty, 1977) to the
outcomes provided by the also widely used Bradley-Terry model (Bradley and Terry, 1952).
The latter one is a special case of the more general Thurstone motivated stochastic
models. Both these stochastic methods and the generalization of the AHP can be used on
incomplete data, when some of the paired comparisons are missing (Harker, 1987; Ishizaka
and Labib, 2011), which is often demonstrated on sport examples (Orbán-Mihálykó et al.,
2019; Bozóki et al., 2016). However, in this regard, several theoretical questions have been
investigated in the most recent literature (Chen et al., 2022).
AHP-based and stochastic Thurstone-motivated models are significantly different in
their fundamental concepts. In case of two different principles of a problem’s solution,
the linkage between them is always motivational: what are the common features and the
differences of the methods. As far as the authors know, only few publications are devoted
to this question. Researchers usually deal with one of the methods. However, in (MacKay
et al., 1996), the authors recognize the following: ‘the two branches resemble each other
in that both may be used to estimate unidimensional scale values for decision alternatives
or stimuli from pairwise preference judgments about pairs of stimuli. The models differ in
other respects.’ Nevertheless, in (Genest and M’lan, 1999) the authors compare the AHP
based methods and the Bradley-Terry model in case of complete comparisons and they
prove that in special cases some different types of techniques provide equal solutions. In
(Orbán-Mihálykó et al., 2015), the authors compared numerically the AHP and Thurstone
methods: evaluating a real data set on a 5-value scale, the numerical results provided by
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the different methods were very close to each other. Further numerical comparisons for
incomplete data can be found in (Orbán-Mihálykó et al., 2019).
Consistency/inconsistency of PCMs is a focal issue in the case of pairwise comparisons
(Brunelli, 2018; Duleba and Moslem, 2019), but it is not investigated in stochastic models.
The results’ compatibility with real experiences are related to inconsistency of the PCM:
discrepancy may appear even in the case of complete comparisons. The question necessarily
raises: what does the consistency mean in BT model?
Nowadays, more and more attention is paid to incomplete comparisons, as it is a part
of information recovery. In case of missing comparisons there are two further aspects that
have crucial effect on the results in every model, namely, the number of known entries,
and their arrangement. Our approach is strongly relying on the graph representation
of incomplete paired comparisons (Gass, 1998). We are determining the best representing
graphs (the best pattern of known comparisons) in the Bradley-Terry model for all possible
number of comparisons (edges) for given number of alternatives (vertices). The importance
of the pattern of known comparisons in PCMs has been investigated for some special
cases by (Szádoczki et al., 2022), who emphasized the effect of (quasi-)regularity and the
minimal diameter (longest shortest path) property of the representing graphs. (Szádoczki
et al., 2022) also examined some additional ordinal information in the examples studied
by them. Finally, (Bozóki and Szádoczki, 2022) have investigated all the possible filling
in patterns of incomplete PCMs, and determined the best ones for all possible (n, e)pairs
up until 6 alternatives with the help of simulations, where nis the number of items to
be compared, while eis the number of compared pairs. Their main findings (besides
the concrete graphs) are (i) the star-graph is always optimal among spanning trees; (ii)
regularity and bipartiteness are important properties of optimal filling patterns.
To the best of the authors’ knowledge, there has been no similar study in case of the
family of stochastic models, thus in this paper we would like to fill in this research gap,
too.
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3 Preliminaries of the applied methods
3.1 Analytic Hierarchy Process
The AHP methodology is based on PCMs, which can be used to evaluate alternatives
according to a criterion or to compare the importance of the different criteria.
Definition 1 (Pairwise comparison matrix (PCM)) Let us denote the number of items
to be compared (usually criteria or alternatives) in a decision problem by n. The n×n
matrix A= [aij ]is called a pairwise comparison matrix, if it is positive (aij >0for i
and jand reciprocal (1/aij =aji for iand j).
aij , the general element of a PCM, shows how many times item iis better/more im-
portant than item j. In an ideal case these elements are not contradicting to each other,
thus we are dealing with a consistent PCM.
Definition 2 (Consistent PCM) A PCM is called consistent if aik =aij ajk for i, j, k.
If a PCM is not consistent, then it is said to be inconsistent.
In practical problems, the PCMs filled in by decision makers are usually not consistent,
and because of that, there is a large literature of how to measure the inconsistency of
these matrices (Brunelli, 2018). Recently even a general framework has been proposed for
defining inconsistency indices of reciprocal pairwise comparisons (Bortot et al., 2022).
In case of consistent PCMs all the different weight calculation techniques result in the
same weight (prioritization/preference) vector that determines the ranking of the compared
items. However, for inconsistent data, the results of different weight calculation methods
can vary. Two of the most commonly used techniques are the logarithmic least squares
method (Crawford and Williams, 1985) and the eigenvector method (Saaty, 1977).
Definition 3 (Logarithmic Least Squares Method (LLSM)) Let Abe an n×nPCM.
The weight vector wof Adetermined by the LLSM is given as follows:
min
w
n
X
i=1
n
X
j=1 ln(aij )ln wi
wj2
,(1)
where wiis the i-th element of w,0< wiand Pn
i=1 wi= 1.
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摘要:

TheincompleteAnalyticHierarchyProcessandBradley-Terrymodel:(in)consistencyandinformationretrievalLászlóGyarmati1;,ÉvaOrbán-Mihálykó1,CsabaMihálykó1,SándorBozóki2;3,ZsomborSzádoczki2;31DepartmentofMathematics,UniversityofPannonia,8200Veszprém,Hungary2ResearchGroupofOperationsResearchandDecisionSyste...

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