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In the multi-granulation framework, we propose two types of multi-granulation rough set model, called the optimistic multi-granulation hesitant fuzzy rough sets and pessimistic multi-granulation hesitant fuzzy rough sets. In the models, the multi-granulation hesitant fuzzy lower and upper approximations are defined based on multiple hesitant fuzzy tolerance relations. The relationships among the single-granulation hesitant fuzzy rough sets, optimistic multi-granulation hesitant fuzzy rough sets and pessimistic multi-granulation hesitant fuzzy rough sets are also investigated. 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