PREDICTION MODEL GENERATION APPARATUS, PREDICTION APPARATUS, PREDICTION MODEL GENERATION METHOD, PREDICTION METHOD, AND PROGRAM

In order to attain an object of generating a prediction model which not only is capable of reducing a calculation load in a prediction phase but also has a good interpretability, a prediction model generation apparatus includes: a contribution degree calculation section that calculates, with use of a test data set different from a training data set used in training of a prediction model to be tested, a degree of contribution of each of a plurality of features to a prediction result, a value of the each of the plurality of features being inputted to the prediction model to be tested; a feature selection section that selects, on the basis of the degree of contribution of the each of the plurality of features, at least one feature from among the plurality of features; and a prediction model generation section that generates a new prediction model which, upon receiving input of a value of the at least one feature selected, outputs a prediction result.