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Hierarchical latent variable model estimation device, hierarchical latent variable model estimation method, supply amount prediction device, supply amount prediction method, and recording medium
Hierarchical latent variable model estimation device, hierarchical latent variable model estimation method, supply amount prediction device, supply amount prediction method, and recording medium
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机译:分层潜变量模型估计装置,分层潜变量模型估计方法,供应量预测设备,供应量预测方法和记录介质
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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.
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