The Choquet Integral is a proven fusion strategy. Check out any of the publications that we've done on the Choquet Integral (http://derektanderson.com/pubs.html).
This code is a python class file for learning and using a Choquet Integral. In order to use this, I recommend using an Anaconda environment. The packages can be installed with
conda install -c conda-forge cvxopt numpy
There is an example in the bottom of the class file that demonstrates how to train a ChI with the quadratic program.