HIERARCHICAL LATENT VARIABLE MODEL ESTIMATION DEVICE, HIERARCHICAL LATENT VARIABLE MODEL ESTIMATION METHOD, SUPPLY AMOUNT PREDICTION DEVICE, SUPPLY AMOUNT PREDICTION METHOD, AND RECORDING MEDIUM

摘要

A hierarchical latent structure setting unit 81 sets a hierarchical latent structure that is a structure in which latent variables are represented by a tree structure and components representing probability models are located at nodes of a lowest level of the tree structure. A variational probability computation unit 82 computes a variational probability of a path latent variable that is a latent variable included in a path linking a root node to a target node in the hierarchical latent structure. A component optimization unit 83 optimizes each of the components for the computed variational probability. A gating function optimization unit 84 optimizes a gating function model that is a model for determining a branch direction according to the multivariate data in a node of the hierarchical latent structure, based on the variational probability of the latent variable in the node.