| 摘要 |
In order to learn an appropriate probability model in a probability model learning problem where a first issue and a second issue manifest concurrently by solving the two at the same time, provided is a probability model estimation device for obtaining a probability model estimation result from first to T-th (T≧2) training data and test data. The probability model estimation device includes: first to T-th training data distribution estimation processing units for obtaining first to T-th training data marginal distributions with respect to the first to the T-th training models, respectively; a test data distribution estimation processing unit for obtaining a test data marginal distribution with respect to the test data; first to T-th density ratio calculation processing units for calculating first to T-th density ratios, which are ratios of the test data marginal distribution to the first to the T-th training data marginal distributions, respectively; an objective function generation processing unit for generating an objective function that is used to estimate a probability model from the first to the T-th density ratios; and a probability model estimation processing unit for estimating the probability model by minimizing the objective function. |
