An abnormality detection system for detecting an abnormality of a target machine by a computer, wherein the computer includes a communication unit configured to acquire first data (D0) from a first sensor attached to the target machine and second data (D1, RV12 , RV12 , RV12 ) from a second sensor (12, 12 , 12 , 12 ) attached to the target machine, an arithmetic unit , and a memory unit, whereby the arithmetic unit includes an encoding unit trained to generate latent expressions (LV12 , LV12 , LV12 , LV0) including a predetermined latent expression (LV12 , LV12 , LV12 ) for estimating the second data on the basis of the first data and a latent expression (LV0) able to be used for restoring the first data, a decoding unit trained to restore the first data (DOA) from the latent expressions (LV12 , LV12 , LV12 , LV0), and an abnormality detection unit configured to detect the abnormality of the target machine on the basis of a restoration error between the first data(DO) and the first data (DOA) restored by the decoding unit, wherein the arithmetic unit further includes a training unit configured to compare the first data (D0) output from the first sensor and the first data (D0A) restored by the decoding unit , and calculate the restoration error which is the difference therebetween, wherein the training unit is further configured to compare the second data estimated from the predetermined latent expression (LV12 , LV12 , LV12 ) with the second data (RV12 , RV12 , RV12 ) measured by the second sensor (12 , 12 , 12 ), and calculate an estimation error which is a difference therebetween, wherein the training unit is further configured to adjust parameters of the encoding unit and parameters of the decoding unit such that a total loss of the estimation error and the restoration error is minimized. the computer includes a communication unit configured to acquire first data (D0) from a first sensor attached to the target machine and second data (D1, RV12 , RV12 , RV12 ) from a second sensor (12, 12 , 12 , 12 ) attached to the target machine, an arithmetic unit , and a memory unit, whereby the arithmetic unit includes an encoding unit trained to generate latent expressions (LV12 , LV12 , LV12 , LV0) including a predetermined latent expression (LV12 , LV12 , LV12 ) for estimating the second data on the basis of the first data and a latent expression (LV0) able to be used for restoring the first data, a decoding unit trained to restore the first data (DOA) from the latent expressions (LV12 , LV12 , LV12 , LV0), and an abnormality detection unit configured to detect the abnormality of the target machine on the basis of a restoration error between the first data(DO) and the first data (DOA) restored by the decoding unit, wherein the arithmetic unit further includes a training unit configured to compare the first data (D0) output from the first sensor and the first data (D0A) restored by the decoding unit , and calculate the restoration error which is the difference therebetween, wherein the training unit is further configured to compare the second data estimated from the predetermined latent expression (LV12 , LV12 , LV12 ) with the second data (RV12 , RV12 , RV12 ) measured by the second sensor (12 , 12 , 12 ), and calculate an estimation error which is a difference therebetween, wherein the training unit is further configured to adjust parameters of the encoding unit and parameters of the decoding unit such that a total loss of the estimation error and the restoration error is minimized. <EOS>