PREDICTION MODEL LEARNING DEVICE, PREDICTION MODEL LEARNING METHOD, AND COMPUTER PROGRAM

摘要

PROBLEM TO BE SOLVED: To provide technology for generating a model capable of highly accurate prediction even when some of explanatory variables included in training data is lost.SOLUTION: In the case of machine learning of a model conducted on the basis of training data in which samples composed of a pair of objective variable and explanatory variable are collected, the machine learning using a plurality of prediction models set for each group of samples of the training data that is divided into a plurality of groups, a use rate calculation unit 14 calculates, using an estimated parameter, a use rate of each of the prediction models constituting a model to be outputted for a lost pattern indicating a loss of component in an explanatory variable vector. An estimation unit 13 estimates a parameter of each prediction model by using the use rate of each prediction model for the lost pattern. A process performed by the use rate calculation unit 14 and a process performed by the estimation unit 13 using the use rate of each prediction model calculated by the process are alternately repeated by an instruction unit 15.