Patent ID: 9043261
Filing Date: 2015-05-26
Classification: G06F,G06N

Abstract:
1. A latent variable model estimation apparatus comprising: a variational probability calculating unit implemented at least by a hardware including a processor and that calculates a variational probability by maximizing a reference value, the reference value being defined as a lower bound of an approximation amount in which Laplace approximation of a marginalized log likelihood function is performed with respect to an estimator for a complete variable; a model estimation unit implemented at least by a hardware including a processor and that estimates an optimum latent variable model by estimating a kind and a parameter of an observation probability in each latent state; a convergence determination unit implemented at least by a hardware including a processor and that determines whether the reference value, which is used to calculate the variational probability by the variational probability calculating unit, converges; and an optimum model selection unit implemented at least by a hardware including a processor and that selects a latent variable model as the optimum latent variable model, the latent variable model corresponding to the larger reference value when the reference value converges in repeating loop processing in which the variational probability calculating unit calculates the variational probability, the model estimation unit estimates the optimum latent variable model, and the convergence determination unit determines whether the reference value converges, and when the reference value in the current loop processing is compared to the reference value in the preceding loop processing.