REGRESSION ANALYSIS DEVICE, REGRESSION ANALYSIS METHOD, AND PROGRAM

A regression model having a correspondence relationship with variation of an explanatory variable and variation of a target variable is constructed. A regression analysis device includes a data acquisition unit that reads out, from a storage device storing training data used as a target variable and an explanatory variable of a regression model and a constraint condition defining in advance whether the explanatory variable should be varied positively or negatively to vary the target variable in a positive direction or a negative direction, the training data and the constraint condition, and a coefficient update unit that repeatedly updates, using the training data, coefficients of the explanatory variable in the regression model to minimize a cost function including a regularization term that increases a cost in a case where the constraint condition is contravened.