Hierarchical latent variable model estimation device, hierarchical latent variable model estimation method, and recording medium

A computer implemented hierarchical latent variable model estimation method for estimating a hierarchical latent variable model for multivariate data, the hierarchical latent variable model estimation method comprising:

• setting 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;
• computing 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;
• optimizing each of the components for the computed variational probability;
• and
• optimizing 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, on the basis of the variational probability of the latent variable in the node.

A non-transitory computer-readable recording medium having recorded thereon a hierarchical latent variable model estimation program for estimating a hierarchical latent variable model for multivariate data, the hierarchical latent variable model estimation program causing a computer to execute:

• a hierarchical latent structure setting process of setting 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 process of computing 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 process of optimizing each of the components for the computed variational probability;
• and
• a gating function optimization process of optimizing 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, on the basis of the variational probability of the latent variable in the node.