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OPTIMIZATION APPARATUS, NON-TRANSITORY COMPUTER-READABLE STORAGE MEDIUM FOR STORING OPTIMIZATION PROGRAM, AND OPTIMIZATION METHOD
OPTIMIZATION APPARATUS, NON-TRANSITORY COMPUTER-READABLE STORAGE MEDIUM FOR STORING OPTIMIZATION PROGRAM, AND OPTIMIZATION METHOD
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机译:优化装置,用于存储优化程序的非暂态计算机可读存储介质和优化方法
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摘要
A method includes: partitioning learning data containing objective variables and explanatory variables into a plurality of subsets of data; executing regularization processing on first data in each of the partitioned subsets, and extracting a first element equal to zero; extracting, as a candidate, each model where an error ratio between first multiple regression and second multiple regression is equal to or more than a predetermined value, the first multiple regression being a result of multiple regression on second data which is test data in each of the partitioned subsets and is for use to calculate the error ratio of the learning data, the second multiple regression being a result of multiple regression on third data obtained by excluding the first element from the second data; and outputting a model where zero is substituted for an element that takes zero a predetermined or larger number of times in the candidate.
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