Knowledge-Based Systems xxx (xxxx) xxx

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Knowledge-Based Systems
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Short communication

On representation of fuzzy measures for learning Choquet and Sugeno

integrals✩
∗
Gleb Beliakov a , , Dmitriy Divakov b
a
School of Information Technology, Deakin University, Geelong, 3220, Australia
b
Peoples’ Friendship University of Russia (RUDN University) 6 Miklukho-Maklaya St, Moscow, 117198, Russian Federation

article info a b s t r a c t

Article history: This paper examines the marginal contribution representation of fuzzy measures, used to construct
Received 7 May 2019 fuzzy measure from empirical data through an optimization process. We show that the number of
Received in revised form 9 September 2019 variables can be drastically reduced, and the constraints simplified by using an alternative represen-
Accepted 15 October 2019
tation. This technique makes optimizing fitting criteria more efficient numerically, and allows one to
Available online xxxx
tackle learning problems with higher number of correlated decision criteria.
Keywords: © 2019 Elsevier B.V. All rights reserved.
Aggregation functions
Fuzzy measures
Capacities
Choquet integral
Sugeno integral
Multicriteria decision making

1. Introduction interpretation is complicated, as the domain experts are unable

This paper addresses computational aspects of learning non-
additive measures, often called fuzzy measures, or capacities [1–
3]. The fuzzy measures are normalized monotone set functions
which model decision making problems where the decision cri-
teria are interacting (complementary or redundant). Combined
with nonlinear integrals, such as the Choquet and Sugeno inte-
grals, fuzzy measures have been successfully applied to decision
making problems in numerous studies, see, e.g., [2,4–8].
Fuzzy measures extend the traditional probability measures,
enabling one to efficiently represent the variety of cases of in-
teraction among multiple decision criteria [2,4,9]. An additive
(probability) measure reflects independence among the decision
criteria, whereas superadditivity (more generally, supermodular-
ity) reflects complementarity and subadditivity (submodularity)
reflects the redundancy.
For n decision criteria there are 2n parameters that identify a
fuzzy measure µ (and hence all the input interactions), including
fixed values at µ(∅) and µ(N ), N = {1, 2, . . . , n}. Even for
moderate 10 < n < 20 this flexibility of representation becomes
expensive: a) eliciting the values of a fuzzy measure and their
✩ No author associated with this paper has disclosed any potential or
pertinent conflicts which may be perceived to have impending conflict with
this work. For full disclosure statements refer to https://doi.org/10.1016/j.knosys.
2019.105134.
∗ Corresponding author.
E-mail address: gleb@deakin.edu.au (G. Beliakov).
to specify and interpret all decision criteria interactions, and b)
machine learning methods based on fitting fuzzy measures to
empirical data struggle with the computational complexity of the
optimization problem.
Simplifications to fuzzy measures include k-additivity, sym-
metry, k-maxitivity, k-interactivity [2,10,11]. The interactions be-
tween the criteria are reduced to subsets of cardinality up to
k and hence the number of parameters to specify is also re-
duced. In some cases the number of monotonicity constraints,
essential in the fuzzy measure definition, are also reduced, but
in other cases they are not, which only partially solves the issue
of computational complexity.
The methods based on learning fuzzy measure values form
data include least squares and least absolute deviation regres-
sion [4,5,12–17] and ordinal regression [18–21].
Suitable representations of fuzzy measures play an important
role in reducing complexity of the learning process. The standard
representation µ, the Möbius representation M and the possi-
bilistic Möbius representation MP are three most frequently used
representations. The two mentioned Möbius representations in
particular are convenient to represent k-additive and k-maxitive
fuzzy measures, as these measures have the parameters at sub-
sets of higher cardinality fixed at 0. Unfortunately this does not
help reducing the number of monotonicity constraints.
Another representation is based on marginal contributions [2],
which are the differences µ(A ∪{i}) −µ(A), and represent the dis-
crete derivatives of the set function. The marginal contributions
conveniently express the entropy of the fuzzy measure and help

https://doi.org/10.1016/j.knosys.2019.105134
0950-7051/© 2019 Elsevier B.V. All rights reserved.

Please cite this article as: G. Beliakov and D. Divakov, On representation of fuzzy measures for learning Choquet and Sugeno integrals, Knowledge-Based Systems (2019)
105134, https://doi.org/10.1016/j.knosys.2019.105134.
2 G. Beliakov and D. Divakov / Knowledge-Based Systems xxx (xxxx) xxx
express its super- (sub-)modularity. Furthermore, the monotonic-
ity of fuzzy measures translates into simple non-negativity of the
marginal contributions. However this also increases the number
of parameters to n2n and adds up to n! equality constraints (some
of which may be redundant).
In this contribution we develop a different representation
related to the marginal contributions, in which the number of
parameters is kept to 2n , and the equality constraints are ex-
plicitly resolved. The monotonicity constraints are also expressed
as simple non-negativity, which is very convenient when formu-
lating the learning problem as a linear programming problem,
in which all the variables are non-negative by default. We also
combine this representation with the notions of k-maxitivity and
k-interactivity, which further reduce the number of parameters.
The proposed representation helps express the problems of
learning of the Choquet and Sugeno integrals in a more efficient
way, thus helping one to reduce the computing time and memory
requirements. In turn, this benefits capacity-based multicriteria
decision making models and decision support. The proposed rep-
resentation is also suitable when some monotonicity constraints
are removed in the context of pre-aggregation functions [22]
based on fuzzy integrals, such as CC-integrals [8], but its detailed
treatment merits a separate investigation.
The paper is structured as follows. Section 2 provides some
preliminary definitions and notation. Section 3 presents the new
representation of fuzzy measures and specifies learning problems
in this representation. Section 5 concludes.
2. Preliminaries
We fix the number of criteria in multicriteria decision problem
n ⩾ 2. Aggregation of the values of the criteria is achieved by
using fuzzy integrals. Fuzzy integrals are defined with respect to
fuzzy measures (also called capacities). In the sequel we assume
that the fuzzy measure values and all the inputs range over the
unit interval. The subsequent definitions can be found in the
following references [1–4].
Definition 1. Let N = {1, 2, . . . , n}. A fuzzy measure is a set
function µ : 2N → [0, 1] which is:
• monotonic, i.e., µ(A) ⩽ µ(B) if A ⊂ B,
• normalized, i.e., satisfies µ(∅) = 0 and µ(N ) = 1.
Definition 2. The Choquet integral with respect to a fuzzy
measure µ and input vector x is given by
n
∑ the Choquet integral setting in the least absolute deviation sense
Cµ (x) = (x(i) − x(i−1) )hi ,
i=1
where x(i) denotes the ordered inputs x(1) ⩽ x(2) ⩽ · · · ⩽ x(n)
and hi = µ({σ (i), σ (i + 1), . . . , σ (n)}), corresponding with the
chain of nested subsets induced by the ordering permutation of
x, σ : N → N and x(0) = 0 by convention.
Definition 3. The Sugeno integral with respect to a fuzzy mea-
sure µ and an input vector x ∈ [0, 1]n is given by
⋁ ( ) outputs but rather preserve their relative ordering.
Sµ (x) = (min xi ) ∧ µ(A) ,
i∈A
A⊆N
where ∨ is the maximum and ∧ is the minimum.
The Sugeno integral can also be written as
Sh (x) = max min{x(i) , hi }.
i=1,...,n
where h is defined as before.
Please cite this article as: G. Beliakov and D. Divakov, On representation of fuzzy measures for learning Choquet and Sugeno integrals, Knowledge-Based Systems (2019)
105134, https://doi.org/10.1016/j.knosys.2019.105134.
Definition 4 ([23]). The entropy of a fuzzy measure µ on N is
defined by
n
(n − |A| − 1)!|A|!
∑ ∑
E(µ) = g (µ(A ∪ {i}) − µ(A)) , (4)
n!
i=1 A⊆N \{i}
where g(x) = x lnx if x > 0 and 0 if x = 0.
The symmetric additive fuzzy measure has the largest entropy
value ln(n). The Choquet integral with respect to such a measure
coincides with the arithmetic mean function.
The monotonicity condition can be equally rewritten as
∆i µ(B) = µ(B ∪ {i}) − µ(B) ⩾ 0, ∀i ∈ N , B ⊆ N \ {i}. (5)
That is, the marginal contribution of any criterion i to any subset
B, denoted as ∆i µ(B), is always nonnegative:
∆i µ(B) ⩾ 0, ∀i ∈ N , B ⊆ N \ {i}.
In the context of pseudo-boolean functions [24] ∆i µ(B) is
called the ith derivative of µ at B. We shall use the non-negative
variables ∆i µ(B) as an alternative representation of capacities.
There are O(n2n ) variables which satisfy the following constraints
[2]. Let π denote a permutation of N . Then µ is a fuzzy measure
on N if and only if ∆i µ(B) ⩾ 0 for all i ∈ N and B ⊆ N \ {i} and
n
∑
∆π (i) µ(hπ (i−1) ) = 1 for all π, (6)
i=1
where hπ (i) = {π (1), . . . , π (i)}, hπ (0) = ∅.
3. Method
3.1. Capacity learning
When eliciting a fuzzy measure from empirical data, the
dataset usually consists of observed input vectors x(k) and ob-
served outputs y(k) , k = 1, . . . , K . The aim in data fitting is to find
the parameters of a function f such that f matches the unknown
function g that generated the data. Fitting (or model learning)
can be quantified using different objectives, such as minimizing
the sum of (absolute, squared) differences between the predicted
f (x(k) ) and observed y(k) values. Once the objective is chosen and
the constraints on the parameters are specified, an optimization
problem is solved so as to deliver the optimal model f . In our case
the parameters of the model are the values of the fuzzy measure,
and the function f is a fuzzy integral.
The problem of fitting capacities to data has been considered
using both Choquet and Sugeno integrals, for example [4,12,14–
17,25]. In particular for numerical data, learning capacities in
(1) has been performed by using linear programming techniques [5,
13,26]. In the least squares approach the methods of quadratic
programming (QP) and heuristics [4,14,27] have been used. The
limitation of those methods is that the solutions are computa-
tionally feasible only for small n ⩽ 10 because of an excessive
number of monotonicity constraints.
However when f is the Sugeno integral, the learning problem
becomes much more complicated because of the non-convex
multiextremal objective [18]. Furthermore, ordinal regression [21]
implies a different objective: it is not required to fit the target
(2) Simplification strategies are employed to reduce the num-
ber of degrees-of-freedom and constraints of a capacity. The
k-additive capacities [10] restrict marginal criteria interactions to
subsets of cardinality at most k. However, except for the special
case of 2-additive capacities, this technique does not reduce the
number of monotonicity constraints. Another approach is to use
(3) k-interactivity [11] in which the capacity values for subsets of
cardinality larger than k are fixed so as to maximize the capacity
entropy.
 G. Beliakov and D. Divakov / Knowledge-Based Systems xxx (xxxx) xxx 3

3.2. Alternative representation monotonicity constraints, as well as other suitable constraints

The difficulty with the marginal contributions representation
is a large number of redundant variables, and hence equality con-
straints, which make the fitting algorithms less efficient. In this
section we propose an alternative set of variables by resolving
partially the constraints. Recall that the marginal contributions
∆i (A) are defined for every A ⊊ N and every i ̸∈ A by (5), and
there are O(n2n ) such contributions.
Consider a subset A ⊆ N . The value µ(A) can be written as
the partial sum
|A|
∑ one of rj+ , rj− is necessarily 0 at an optimal point, and therefore
µ(A) = ∆σ (i) µ(B),
i=1
where B = {σ (1), . . . , σ (i − 1)}, for any permutation σ of
(1, . . . , |A|). In particular, let σ be the natural increasing ordering
of the elements of A. Then, for example,
µ({1, 3, 6, 7}) = ∆1 µ(∅) + ∆3 µ({1}) + ∆6 µ({1, 3})
+ ∆7 µ({1, 3, 6}).
Let us now take the subset of marginal contributions that satisfy
additional constraints
∆i µ(A), i > e ∀e ∈ A ̸= N .
For example, the above mentioned variables ∆1 µ(∅), ∆3 µ
({1}), ∆6 µ({1, 3}), ∆7 µ({1, 3, 6}) satisfy (8), but ∆1 µ({3}),
∆6 µ({1, 3, 7}) do not.
Theorem 1. The subset of marginal contributions that satisfy (8)
forms a basis in the space of fuzzy measures.
Proof. The dimension of the space of fuzzy measures is 2n − 2,
accounting for two fixed values µ(∅) = 0, µ(N ) = 1. Every value
µ(A) can be uniquely expressed as (7) for the chosen natural
ordering. Moreover, each sum in (7) contains one term ∆i µ(A \
{i}), which is not present in any expression for µ(B), B ⊊ A. It
follows that ∆i µ(A) which satisfy (8) are linearly independent.
It also follows that there are 2n − 2 marginal contributions that
satisfy (8).
such as k-additivity or k-maxitivity.
We now formulate the fitting problem in terms of the specified
set of marginal contributions. We shall use the l1 norm as it is
less sensitive to outliers in the data and allows us to translate the
problem into a linear programming problem, which in the pres-
ence of many parameters and constraints offers computational
advantages.
Using the standard expression for the residuals rj = Cµ (xj ) − yj
and splitting them into positive and negative parts rj = rj+ − rj− ,
rj+ , rj− ⩾ 0 and rj+ · rj− = 0, we get |rj | = rj+ + rj− . Note that at least
(7) the constraint rj+ · rj− = 0 is implied, but not needed explicitly.
Taking the following set of non-negative decision variables,
rj+ , rj− , j = 1, . . . , J, µ(A), A ⊆ N , A ̸ = ∅, we have an equivalent
linear programming problem
J
∑
minimize rj+ + rj− , (9)
j=1
∑
s.t. rj+ − rj− = µ(A)gA (xj ) − yj
A⊆N
µ(A) ⩾ µ(A \ {i}), ∀i ∈ A for all A ⊆ N ,
(8) µ(N ) = 1,
where gA (x) = max(0, mini∈A xi − maxi∈N \A xi ) and where the
decision variables µ are organized into a vector with the relevant
cardinality-based numbering system.
Now, since (7) is a linear transformation, the problem (9)
remains a linear programming problem in new variables ∆i µ(A),
but some monotonicity constraints simplify to simple non-
negativity, which is implicit in LP, and hence can all be omitted.
Of course, this does not eliminate other monotonicity constraints
relating to the non-negativity of the marginal contributions which
are not part of the chosen basis. Similarly, when fitting to data in
the least squares sense, we have the non-negative least squares
problem, which is well studied [28].
4.2. Sugeno integral setting

Therefore, with the addition of variables µ(∅) = 0 and To fit the Sugeno integral, which is more suitable for modeling
∆n µ({1, 2, . . . , n−1}), the subset of marginal contributions which aggregation on an ordinal scale [29], such as linguistic labels, we
satisfy (8) is a representation of a fuzzy measure. There are 2n apply ordinal regression, which translates into the problem [19]
such variables compared to O(n2n ) marginal contributions. J
∑
It is now possible to formulate fuzzy measure learning prob- minimize F (µ) = 0 ∨ (Sµ (x(j) ) − Sµ (x(k) ))
lem in terms of the non-negative variables ∆i µ(A), which will be j,k=1 (10)
exemplified in the sequel.
for all j, k such that y(j) ⩽ y(k)

4. Learning problem formulations s.t. µ is monotone and µ(∅) = 0, µ(N ) = 1.

Substituting the expression for the Sugeno integral we get
4.1. Choquet integral setting
K ( )
∑ (j) j (k) j
Assume there is a data set D composed of J samples described minimize F (h) = 0∨ max min{xi , hi } − max min{xi , hi }
i=1,...,n i=1,...,n
j j,k=1
by n attributes xi , i = 1, . . . , n, j = 1, . . . , J and the target values
yj , j = 1, . . . , J, organized into a table. The goal of learning a for all j, k such that y(j) ⩽ y(k)
fuzzy measure is to determine such a measure µ that the Choquet j j
s.t. 1 = h1 ⩾ h2 ⩾ · · · ⩾ hjn ⩾ 0,
(or Sugeno) integral Cµ (x) matches the target value y for all the
samples j = 1, . . . , J. This is achieved by minimizing the norm of (11)
the residuals where, for brevity of notation, we now assume that each x has (k)

Minimize ∥r∥ = ∥Cµ (x) − y∥,
where we typically employ the Euclidean l2 or l1 norm.
Traditionally the variables of the minimization problem are
the values µ(A) for all A ⊂ N , and the constraints are the
been increasingly ordered in advance, and where vectors hj are
defined for each x(j) as in (1), according to the ordering of the
components of each input. The objective here is a piecewise linear
function, and as such it is Lipschitz and also a DC (difference of
convex) function. The latter is quite important as it allows us

Please cite this article as: G. Beliakov and D. Divakov, On representation of fuzzy measures for learning Choquet and Sugeno integrals, Knowledge-Based Systems (2019)
105134, https://doi.org/10.1016/j.knosys.2019.105134.
4 G. Beliakov and D. Divakov / Knowledge-Based Systems xxx (xxxx) xxx
to apply the methods of DC optimization [30,31] to numerically
solve a challenging global optimization problem [19].
Similarly to the case of Choquet integral, by replacing the vari-
ables µ(A) with ∆i µ(A) using linear transformation (7), we do
not loose the DC structure of the objective, but translate multiple
linear monotonicity constraints into simple non-negativity. Fur-
thermore, here we also eliminate the boundary constraint µ(A) =
n
i=1 ∆σ (i) µ({σ (1), . . . , σ (n − 1)}) = 1, which ensures that all
∑
µ(A) ⩽ 1. The reason is that in the expression for Sugeno integral
min(x(i) , µ(A)) = min(x(i) , min(1, µ(A))), therefore µ(A) needs
not be restricted. That makes the use of nonlinear optimization
methods and DC programming subject to fewer non-negativity
constraints simple and efficient.
The Sugeno integral fitting problem is multiextremal, there-
fore global optimization approach is needed. Multistart local non-
smooth and DC optimization were successfully applied in [18,
19].
4.3. Reduction of the problem size
We now mention the k-maxitive and k-interactive fuzzy mea-
sures, which reduce the number of fuzzy measure parameters
and constraints. For k-interactive fuzzy measures [11] we fix their
values for all sets of cardinality greater than k < n in such a way
as to maximize the entropy, which in turn ensures that all the
criteria have the same chance to affect the aggregated value [23].
Then only the values for the subsets of cardinality no greater
than k need to be determined from the data by solving a problem
similar to (9):
J
∑ tivity analysis of the model using standard linear programming
minimize rj+ + rj− ,
j=1
∑
s.t. rj+ − rj− − µ(A)gA (xj )
A⊂N ,|A|⩽k
n−k−1
1−K ∑ j
= x(i) + Kx(n−k) − yj
n−k−1
i=1
µ(A) ⩾ µ(A \ {i}), ∀i ∈ A for all A ⊂ N , 0 < |A| ⩽ k,
µ(A) ⩽ K , |A| = k, and K ⩽ 1 is a chosen parameter.
We see that in the new representation ∆i µ(A) the problem re-
mains an LP, and many monotonicity constraints are eliminated.
In the case of k-maxitive fuzzy measures we fix µ(A) = 1
for all A, |A| > k, and also simplify the problem (11) while
preserving its structure. This type of fuzzy measure is called
k-tolerant.
4.4. Learning super- and sub-modular capacities
The proposed change of variables has eliminated the mono-
tonicity constraints only partially. The next result shows that for
two important special cases, supermodular and submodular fuzzy
measures, all monotonicity constraints are redundant.
Theorem 2. If the marginal contributions that satisfy (8) are
non-negative, the supermodularity constraints imply monotonicity.
Proof. The supermodularity is equivalent to the following condi-
tions, as per Corollary 2.23 in [1]: ∆i µ(A) ⩽ ∆i µ(B) for all A ⊂ N
and B = A ∪ {j}, j ̸ ∈ A, i ∈ N \ B. That means that the marginal
contributions (for a fixed i) form a non-decreasing sequence with
subset cardinality. Since all ∆i µ(∅) ⩾ 0, we obtain the result.
The case of submodular fuzzy measures is equivalent by using
duality: a fuzzy measure is submodular if and only if its dual is
Please cite this article as: G. Beliakov and D. Divakov, On representation of fuzzy measures for learning Choquet and Sugeno integrals, Knowledge-Based Systems (2019)
105134, https://doi.org/10.1016/j.knosys.2019.105134.
supermodular. The submodular fuzzy measures arise in distance
metric learning [32] to ensure triangular inequality.
Consequently, in the new fuzzy measure representation ∆i µ
(A) which satisfy (8), learning supermodular fuzzy measures re-
quires only supermodularity constraints ∆i µ(A) ⩽ ∆j µ(A ∪ {i})
(of which there are 2n − n − 1) but no monotonicity constraints,
which is a significant advance over [32].
4.5. Encoding the variables
Finally we present an efficient method of encoding the vari-
ables ∆i µ(A) in a numerical vector of parameters v that is used
in the mentioned optimization problems. We recall the binary
ordering used to encode the values µ(A) into a 2n -vector [2]. The
position of µ(A) in a 0-based vector v is found in binary form by
associating the ith bit with the presence or absence of the variable
i in the set A. For example, the first few terms in this vector are
v = (µ(∅), µ({1}), µ({2}), µ({1, 2}), µ({3}), µ({1, 3}), . . .).
Since we established that each µ(A) can be expressed through
(7) uniquely when we fix σ to the natural increasing ordering, we
can now encode the variables ∆i µ(A) into a numerical vector w
according to the same scheme, by placing ∆i µ(A) at the position
occupied in v by µ(A ∪{i}). So the first few elements of the vector
are w = (µ(∅), ∆1 µ(∅), ∆2 µ(∅), ∆2 µ({1}), . . .). Note that only
the values which satisfy (8) are encoded.
The linear transformation between v and w is achieved by
matrix–vector multiplication v = Aw, where A, is a suitable 0–
1 matrix, which facilitates setting up the optimization problems
and performing calculations.
Linear programming formulation such as (9) facilitates sensi-
(12) tools. This way the dependence of the solution on the empiri-
cal data can be evaluated. Furthermore, in the case of multiple
optimal solutions, the whole subset of optimal solutions can be
identified and studied, like in the Non-additive Robust Ordinal
Regression [21,33]. Sensitivity analysis is much more compli-
cated in the case of Sugeno integral and associated nonlinear
programming problem.
4.6. Illustrative example
Consider the case of n = 4 criteria, and hence 2n = 16
fuzzy measure values (two of which are fixed). For example, the
interdependent criteria in military hardware assessment are Sur-
vivability, Lethality, Mobility and Communications. The data set D
j j j j
is composed of J samples (x1 , x2 , x3 , x4 , yj ), and the goal is to find
an optimal fuzzy measure using model (9), which in addition is
superadditive. Instead of µ(A) we use the marginal contributions
which satisfy (8), namely the non-negative variables
µ(∅), ∆1 (∅), ∆2 (∅), ∆2 ({1}), ∆3 (∅), ∆3 ({1}), ∆3 ({2}), ∆3 ({1, 2}),
∆4 (∅), ∆4 ({1}), ∆4 ({2}), ∆4 ({1, 2}), ∆4 ({3}),
∆4 ({1, 3}), ∆4 ({2, 3}), ∆4 ({1, 2, 3})
organized into a vector in the mentioned ordering.
The monotonicity constraints are now implicit, and the eleven
superadditivity constraints are
∆1 (∅) ⩽ ∆2 ({1}) ⩽ ∆3 ({1, 2}) ⩽ ∆4 ({1, 2, 3}),
∆1 (∅) ⩽ ∆3 ({1}) ⩽ ∆4 ({1, 3}), ∆1 (∅) ⩽ ∆4 ({1}),
∆2 ({1}) ⩽ ∆4 ({1, 2}),
∆2 ({1}) ⩽ ∆4 ({1, 2}), ∆2 (∅) ⩽ ∆3 ({2}) ⩽ ∆4 ({2, 3}),
∆3 (∅) ⩽ ∆4 ({3})
as well as two equality constraints
µ(∅) = 0, ∆1 (∅) + ∆2 ({1}) + ∆3 ({1, 2}) + ∆4 ({1, 2, 3}) = 1.
 G. Beliakov and D. Divakov / Knowledge-Based Systems xxx (xxxx) xxx
In contrast, learning such a measure in the Möbius represen-
tation requires 28 monotonicity and 24 supermodularity con-
straints [32]. To see the trend, when n = 8 we only have 55
linear constraints as compared to 1016+1792 monotonicity and
superadditivity constraints in the Möbius representation, with the
same number of decision variables.
Once the constraints are specified, it is not difficult to use
problem formulation (9) to construct an optimal fuzzy measure
that fits D and then convert the optimal solution to µ using partial
sums (7).
5. Conclusions
In this contribution we provided a new and efficient repre-
sentation of fuzzy measures in terms of a suitably chosen subset
of marginal contributions. The main achievement is the elimina-
tion of many monotonicity constraints on fuzzy measures, which
translate into simpler non-negativity constraints. In the cases
of supermodular and submodular fuzzy measures, monotonicity
constraints can be eliminated altogether. Since the change of
variables is linear, the structure of the fuzzy measure learning
problems in the new variables remains (expressed as an LP, QP or
DC problem), yet is simplified due to simpler constraints, and in
the case of LP these constraints are in fact implicit. Furthermore,
the new scheme is also efficient for k-interactive and k-maxitive
fuzzy measures and enjoys the same reduction of the number of
parameters under these simplifications.
We also specified an efficient encoding scheme for the new
variables into a 2n -vector which facilitates variable transforma-
tions, calculation of the fuzzy integrals and the objective func-
tions by using standard linear algebra.
Acknowledgment
The publication has been prepared with the support of the
‘‘RUDN University Program 5-100’’.
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