Data analysis device, method, and program

A data analysis device comprising:

• a data processing unit that performs a process of acquiring data represented by a set of a plurality of first input/output data in which a value of an output variable is given and a plurality of second input/output data in which a value of the output variable is given as an interval value representing a range;
• and
• a prediction unit that, based on an input variable for which a value of an output variable is unknown and the data, predicts a value of an output variable for the unknown input variable using linear regression,
• wherein the prediction unit predicts a value of an output variable for the unknown input variable according to a predictive distribution representing a posterior probability of an output variable for the unknown input variable, the predictive distribution being represented by a normal distribution that is represented
• based on a linear regression parameter that represents relationship between an input variable and an upper limit of an interval value of an output variable, a linear regression parameter that represents relationship between an input variable and a lower limit of an interval value of an output variable, a weight parameter for each of an upper limit and a lower limit of an interval value, and a variance parameter, which are estimated based on the first input/output data and the second input/output data,
• using a mean that is determined from a mean calculated from the unknown input variable using a linear regression parameter that represents relationship with an upper limit of the interval value, a mean calculated from the unknown input variable using a linear regression parameter that represents relationship with a lower limit of the interval value, and the weight parameter, and
• a variance that is represented using the weight parameter and the variance parameter.