Interactive variable selection device, interactive variable selection method, and interactive variable selection program

An interactive variable selection method for selecting a variable interactively with a user, the interactive variable selection method comprising:

• computing candidates for an addition variable which is a variable to be added from a variable set to a nonzero variable set;
• updating variables to be optimized, by minimizing, for variables included in the nonzero variable set, an objective function that takes a minimum value in optimized variables;
• computing candidates for a deletion variable which is a variable to be deleted from the nonzero variable set;
• and
• outputting at least one of:
• the candidates for the addition variable;
• and the candidates for the deletion variable,
• wherein when computing the candidates for the addition variable, an optimality degree in the case where a first variable included in the variable set is a candidate for the addition variable is computed using the objective function, and an addition threshold is computed based on the computed optimality degree, the addition threshold being a threshold of the optimality degree and indicating a criterion for determining whether or not the first variable is to be set as the candidate for the addition variable, and
• wherein when computing the candidates for the deletion variable, an objective function value which is a difference between a value of the objective function computed using the variables to be optimized and a value of the objective function computed using the variables to be optimized from which a second variable included in the nonzero variable set is excluded is computed, and a deletion threshold is computed based on the computed objective function value, the deletion threshold being a threshold of the objective function value and indicating a criterion for determining whether or not the second variable is to be deleted from the nonzero variable set.

A non-transitory computer readable information recording medium storing an interactive variable selection program applied to a computer for selecting a variable interactively with a user, when executed by a processor, the interactive variable selection program performs a method for:

• computing candidates for an addition variable which is a variable to be added from a variable set to a nonzero variable set;
• updating variables to be optimized, by minimizing, for variables included in the nonzero variable set, an objective function that takes a minimum value in optimized variables;
• computing candidates for a deletion variable which is a variable to be deleted from the nonzero variable set;
• and
• outputting at least one of:
• the candidates for the addition variable;
• and the candidates for the deletion variable,
• wherein when computing the candidates for the addition variable, an optimality degree in the case where a first variable included in the variable set is a candidate for the addition variable is computed using the objective function, and an addition threshold is computed based on the computed optimality degree, the addition threshold being a threshold of the optimality degree and indicating a criterion for determining whether or not the first variable is to be set as the candidate for the addition variable, and
• wherein when computing the candidates for the deletion variable, an objective function value which is a difference between a value of the objective function computed using the variables to be optimized and a value of the objective function computed using the variables to be optimized from which a second variable included in the nonzero variable set is excluded is computed, and a deletion threshold is computed based on the computed objective function value, the deletion threshold being a threshold of the objective function value and indicating a criterion for determining whether or not the second variable is to be deleted from the nonzero variable set.