Introducing recent advances in the machine learning techniques to state-of-the-art discrete choice models, we develop an approach to infer the unique and complex decision making process of a decision-maker (DM), which is characterized by the DM's priorities and attitudinal character, along with the attributes interaction, to name a few. On the basis of exemplary preference information in the form of pairwise comparisons of alternatives, our method seeks to induce a DM's preference model in terms of the parameters of recent discrete choice models. To this end, we reduce our learning function to a constrained non-linear optimization problem. Our learning approach is a simple one that takes into consideration the interaction among the attributes along with the priorities and the unique attitudinal character of a DM. The experimental results on standard benchmark datasets suggest that our approach is not only intuitively appealing and easily interpretable but also competitive to state-of-the-art methods. © 1989-2012 IEEE.