An inverse mixed-integer optimization framework for learning interpretable models of expert decision making

Abstract

Understanding how experts make decisions and being able to transfer that knowledge is important, especially in complex engineering applications. It is highly valuable for training novices, improving the performance of human-machine systems, and potentially enabling fully autonomous systems that perform as well as human experts. However, an expert's decision-making strategy, developed through years of experience, is often not directly accessible, since the implicit preferences and decision rules involved can be difficult to specify explicitly. This has motivated the use of observed decisions made by the expert to learn an interpretable model that captures the expert's decision-making process. In this work, we develop an inverse optimization approach to jointly learn the decision-maker's preferences (or perceived costs) and the decision rules governing their choices. We demonstrate the general applicability of our approach using three case studies that consider a shift assignment problem, a production planning problem, and a real-world routing problem, respectively. Across these case studies, modeling both perceived costs and decision rules leads to better predictions, highlighting the value of the proposed framework and its greater flexibility in capturing and replicating expert decision making.