REGRESSION ANALYSIS DEVICE, REGRESSION ANALYSIS METHOD, AND REGRESSION ANALYSIS PROGRAM

摘要

PROBLEM TO BE SOLVED: To perform linear regression using lasso on large-sized data.SOLUTION: In a regression analysis using lasso, a non-zero coefficient determination unit 105 determines whether or not a coefficient always becomes non-zero due to updating. Then, a first coefficient updating unit 106 repeatedly updates a coefficient having been determined to always become non-zero by the non-zero coefficient determination unit 105 until it converges. Next, a zero coefficient determination unit 108 determines whether or not a coefficient possibly becomes non-zero due to updating. Then, a second coefficient updating unit 109 repeatedly updates a coefficient, among coefficients, which is determined to possibly become non-zero by the zero coefficient determination unit 108 until it converges.SELECTED DRAWING: Figure 1