Purpose: This paper aims to learn a decision-maker’s (DM’s) decision model that is characterized in terms of the attitudinal character and the attributes weight vector, both of which are specific to the DM. The authors take the learning information in the form of the exemplary preferences, given by a DM. The learning approach is formalized by bringing together the recent research in the choice models and machine learning. The study is validated on a set of 12 benchmark data sets. Design/methodology/approach: The study includes emerging preference learning algorithms. Findings: Learning of a DM’s attitudinal choice model. Originality/value: Preferences-based learning of a DM’s attitudinal decision model. © 2018, Emerald Publishing Limited.