EMPIRICAL RISK ESTIMATION SYSTEM, EMPIRICAL RISK ESTIMATION METHOD, AND EMPIRICAL RISK ESTIMATION PROGRAM

摘要

A density estimation unit 81 is given observed covariates and estimates a conditional probability density of a random variable, denoting the real value that is the result of a smooth function map of the unobserved covariates, by training a regression model with the response corresponding to the random variable, and the regressors corresponding to the observed covariates. An integral estimation unit 82 that estimates the one-dimensional integral of the product of a sigmoidal function with the input random variable and the conditional probability density function of the random variable.