The purpose of the present invention is to reduce the quantity of data used to calculate regression coefficients, reduce the bandwidth for collecting and transmitting data, and reduce computation throughput in a learning process. A data prediction device according to the present disclosure includes: a first regression coefficient computation unit that computes regression coefficients on the basis of a plurality of data and using a first computation method for calculating regression coefficients by L1 regularization, and transmits selection information for selecting data corresponding to the regression coefficients having an absolute value equal to or greater than a threshold value to a data collection unit; a determination unit that determines which of a first computation method and a second computation method to use; a second regression coefficient computation unit that computes regression coefficients using the determined computation method; and a prediction unit that uses the plurality of data if the computation method is determined to be the first computation method and uses selected data if the computation method is determined to be the second computation method, and outputs a prediction result that was predicted on the basis of the data used and the regression coefficients computed by the second regression coefficient computation unit.
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