Learning apparatus, estimation apparatus, parameter calculation method and program

A parameter calculation method at a learning apparatus, the method comprising:

• inputting, by an input data reader, data and a label indicating whether the data is abnormal;
• generating, by an objective function generator, a value of an objective function based on the label and a predetermined function for calculating an anomaly score of the data by applying a parameter relating to the anomaly score, by using the data and a value of the parameter;
• and
• updating, by a parameter updater, a value of the parameter that maximizes the value of the objective function by repeatedly executing the generating of the value of the objective function while updating a value of the parameter.

A computer-readable non-transitory recording medium storing computer-executable program instructions that when executed by a processor cause a computer system to:

• receive, by an input data reader, data and a label indicating whether the data is abnormal;
• generate, by an objective function generator, a value of an objective function based on the label and a predetermined function for determining an anomaly score of the data by applying a parameter relating to the anomaly score, by using the data and a value of the parameter;
• and
• a parameter updater configured to update a value of the parameter that maximizes the value of the objective function by repeatedly executing a process by the objective function calculation unit while updating the value of the parameter.