2J2-04

The 32nd Annual Conference of the Japanese Society for Artificial Intelligence, 2018

䝔䜽䝙䜹䝹ᣦᶆ䛻䜘䜛ᰴᘧᢞ㈨䛾ᡓ␎ᮌᵓ⠏
Construction of Strategy using Binary Decision Diagram
in Stock Investment using Technical Indicators

ຍ⸨㻌 ᪲ᶞ*1 ✰⏣㻌 ୍*1

Ohki Kato Hajime Anada

*1㻌
ᮾி㒔ᕷ኱Ꮫ
Tokyo city university #1

In recent year, many researchers pay attention to stock trading using technical analysis. In the investment using technical
analysis, we predict future price movements from patterns of past price movements and trade by using technical indicators to
judge turning point and trends of the market. However, it is necessary to have expert knowledge and there is a problem that it
is difficult to make a profit. Therefore, we construct investment strategy that can make a good profit using technical indicators.

1. 䛿䛨䜑䛻
㏆ᖺ䠈䝔䜽䝙䜹䝹ศᯒ䜢⏝䛔䛯ᰴᘧ኎㈙䛻㛵䛩䜛◊✲䛜ከ䛟
⾜䜟䜜䛶䛔䜛䠊䝔䜽䝙䜹䝹ศᯒ䜢⏝䛔䛯ᢞ㈨䛷䛿䠈┦ሙ䛾䝖䝺䞁
䝗䜔㌿᥮Ⅼ䜢ุ᩿䛩䜛䝔䜽䝙䜹䝹ᣦᶆ䜢⏝䛔䜛䛣䛸䛷䠈㐣ཤ䛾
್ື䛝䛾䝟䝍䞊䞁䛛䜙ᑗ᮶䛾್ື䛝䜢ண 䛧኎㈙䜢⾜䛖䠊䛧䛛䛧䠈
䛭䛾䛯䜑䛻䛿ᑓ㛛ⓗ䛺▱㆑䜢ᚲせ䛸䛩䜛ୖ䠈฼┈䜢ୖ䛢䛻䛟䛔
䛸䛔䛖ၥ㢟䛜䛒䜛䠊
䛭䛣䛷䠈ᮏ◊✲䛷䛿䝔䜽䝙䜹䝹ᣦᶆ䜢⏝䛔䛯㧗☜⋡䛷฼┈䜢
⏕䜏ฟ䛩ᢞ㈨ᡓ␎䛾ᵓ⠏䜢┠ⓗ䛸䛩䜛䠊

2. ᪤Ꮡ◊✲
ᅗ 1㻌 ᡓ␎ᮌ䛾౛
ᯇᮧ䜙䛿䠈ᡓ␎ᮌ䛸䛧䛶䝔䜽䝙䜹䝹ᣦᶆ䜢⏝䛔䛯ᢞ㈨ᡓ␎䜢
ಶయ䛿䠈ᡓ␎ᮌ䛻ᚑ䛳䛶ᙜ᪥䛾⾜ື䜢Ỵᐃ䛩䜛䠊
ᮌᵓ㐀䛷⾲⌧䛧䠈䛭䜜䛮䜜䛾ಶయ䛜䛭䛾ᡓ␎ᮌ䛻ᚑ䛔ᰴᘧ኎
୍␒ୖ䛾䝜䞊䝗䛛䜙䝔䜽䝙䜹䝹ᣦᶆ䛻ᇶ䛵䛟ุᐃฎ
㈙䜢⾜䛖䝰䝕䝹䜢ᵓ⠏䛧䛯[ᯇᮧ㻌 06] [ᯇᮧ㻌 08]䠊㑇ఏⓗ᧯స
⌮䛻䜘䜚䠈ᕥྑ䛹䛱䜙䛾䝜䞊䝗䜢ᐇ⾜䛩䜛䛾䛛Ỵᐃ䛧
䜢⏝䛔䜛䛣䛸䛷䜘䜚฼┈䛜㧗䛟䛺䜛䜘䛖䛻ᡓ␎ᮌ䜢㐍໬䛥䛫䠈䛭䛾
䛶䛔䛟䠊䛣䛾᧯స䜢⧞䜚㏉䛧䠈฿㐩䛧䛯⤊➃䝜䞊䝗䛾
ᡓ␎ᮌ䛾≉ᚩ䜢ศᯒ䛧䛯䠊
⾜ື䜢ᐇ⾜䛩䜛䠊ุᐃ䛻౑⏝䛩䜛䝕䞊䝍䛿䠈ྛᣦ
2.1 䝔䜽䝙䜹䝹ᣦᶆ ᶆ䛻ᚲせ䛺᪥ᩘศ䛾ጞ್䠈㧗್䠈Ᏻ್䠈⤊್䠈ฟ
᮶㧗䛾᪥㊊䝕䞊䝍䛷䛒䜛䠊
ࢸࢡࢽ࢝ࣝᣦᶆࡣᰴᘧ䛾኎㈙䝍䜲䝭䞁䜾䜢ุ᩿䛩䜛䛯䜑䛻
౑䜟䜜䜛ᣦᶆ䛷䠈䝖䝺䞁䝗⣔䠈䜸䝅䝺䞊䝍⣔䠈ฟ᮶㧗⣔䛾 3 䛴䛜 ⾲ 1㻌 䝜䞊䝗䛾౛
䛒䜛䠊䝖䝺䞁䝗⣔䛿ᰴ౯䛾᥎⛣䛛䜙䝖䝺䞁䝗䛾ୖ᪼䜔ୗ㝆䜢ุ᩿
✀㢮 ␒ྕ ෆᐜ
䛩䜛ᣦᶆ䠈䜸䝅䝺䞊䝍⣔䛿ᰴ౯䛾᥎⛣䛛䜙䝖䝺䞁䝗䛾㌿᥮Ⅼ䜢
ุ᩿䛩䜛ᣦᶆ䠈ฟ᮶㧗⣔䛿኎㈙䛜ᡂ❧䛧䛯ᰴᩘ䛾᥎⛣䛛䜙䝖䝺 1 1 ᰴ㉎ධ䠈㈨㔠䛜䛺䛔䛸䛝䛿ᚅᶵ
䞁䝗䛾㌿᥮Ⅼ䜢ุ᩿䛩䜛ᣦᶆ䛷䛒䜛[⸨ᮏ㻌 04][ྜྷぢ㻌 03][ᒣ୰㻌 2 1 ᰴ኎༷䠈ᰴᘧ䛜䛺䛔䛸䛝䛿ᚅᶵ
⤊➃
15]䠊 3 ᚅᶵ
䝜䞊䝗
2.2 ᡓ␎ᮌ 4 ಖ᭷䛧䛶䛔䜛ᰴᘧ䜢䛩䜉䛶኎༷

ᡓ␎ᮌ䛿䠈ᅗ 1 䛾౛䛾䜘䛖䛻」ᩘ䛾㠀⤊➃䝜䞊䝗䛸⤊➃䝜䞊䝗 5 ㈨㔠䛜チ䛩㝈䜚ᰴᘧ䜢㉎ධ

䛛䜙䝒䝸䞊≧䛻ᵓᡂ䛥䜜䜛䠊䛭䜜䛮䜜䛾ᩘᏐ䛜䝔䜽䝙䜹䝹ᣦᶆ ๓᪥䛾⤊್䛜๓䚻᪥䛾⤊್䜢ୖᅇ䜜䜀ᕥ䛾
䜔኎㈙⾜ື䜢⾲䛧䠈ྛ䝜䞊䝗䛛䜙 1 ␒ୖ䛾䝜䞊䝗䜎䛷䛾䝜䞊䝗㛫 6 䝜䞊䝗䜢ᐇ⾜䠈䛭䜜௨እ䛷䛒䜜䜀ྑ䛾䝜䞊䝗䜢
䜢⤖䜆ᯞ䛾ᩘ䜢ྛ䝜䞊䝗䛾῝䛥䛸䛩䜛䠊㠀⤊➃䝜䞊䝗䛷䛿䠈䝔䜽 ᐇ⾜
䝙䜹䝹ᣦᶆ䛻ᇶ䛵䛟ุᐃฎ⌮䛻䜘䛳䛶ᕥྑ䛹䛱䜙䛛䛾䝜䞊䝗䜢 㠀⤊➃
䞉䞉䞉

䞉䞉䞉

ᐇ⾜䛩䜛䠊⤊➃䝜䞊䝗䛷䛿䠈ᰴᘧ䛾኎㈙⾜ື䜢ᐇ⾜䛩䜛䠊㠀⤊ 䝜䞊䝗
➃䝜䞊䝗䛻䜘䜛ศᒱ䜢⤊➃䝜䞊䝗䛻䛯䛹䜚╔䛟䜎䛷⧞䜚㏉䛩䛣䛸䛷 ๓᪥䛾⥲㈨⏘䛜๓䚻᪥䛾⥲㈨⏘䜢ୖᅇ䜜䜀
⾜ື䜢Ỵᐃ䛩䜛䠊⾲ 1 䛻㠀⤊➃䝜䞊䝗䛾౛䛸⤊➃䝜䞊䝗䜢ᣲ䛢䜛䠊 34 ᕥ䛾䝜䞊䝗䜢ᐇ⾜䠈䛭䜜௨እ䛷䛒䜜䜀ྑ䛾䝜
䞊䝗䜢ᐇ⾜㻌

2.3 ࢩ࣑࣮ࣗࣞࢩࣙࣥ
㐃⤡ඛ䠖ຍ⸨᪲ᶞ䠈ᮾி㒔ᕷ኱Ꮫ䠈䛈㻝㻡㻤㻙㻤㻡㻡㻣㻌 㻌
ᮾி㒔ୡ⏣㇂༊⋢ሐ 㻝㻙㻞㻤㻙㻝㻌 ᡓ␎ᮌ䜢ಶయ䛾㑇ఏᏊ䛸䛧䛶䠈஺ཫ䜔✺↛ኚ␗䠈Ὲử䛾᧯స

-1-
2J2-04

The 32nd Annual Conference of the Japanese Society for Artificial Intelligence, 2018

䛷䜘䜚㧗䛔฼┈䜢⏕䜏ฟ䛩ಶయ䜢స䜚ฟ䛧䛶䛔䛟䠊 3. ᥦ᱌ᡭἲ
2.3.1 ึᮇಶయ⏕ᡂ
3.1 ᪤Ꮡᡭἲ䛾ၥ㢟Ⅼ
⾲ 1 䛾䝜䞊䝗䛾୰䛛䜙䝷䞁䝎䝮䛻 1 䛴䜢㑅ᢥ䛩䜛䠊䛭䛾䝜䞊䝗
᪤Ꮡᡭἲ䛻䛿኱䛝䛟 3 䛴䛾ၥ㢟Ⅼ䛜䛒䜛䠊
䛜⤊➃䝜䞊䝗䛷䛒䜜䜀䠈ᡓ␎ᮌ䛾⏕ᡂ䜢⤊஢䛩䜛䠊㠀⤊➃䝜䞊
1 䛴┠䛾ၥ㢟Ⅼ䛿䠈஺ཫ䛷ぶ䜢㑅䜃ฟ䛩㝿䛾⥲㈨⏘䛻䜘䜛
䝗䛷䛒䜜䜀䠈䛭䛾㠀⤊➃䝜䞊䝗䛾ᕥྑ䛻䝜䞊䝗䜢䝷䞁䝎䝮䛻㑅ᢥ
䝹䞊䝺䝑䝖㑅ᢥ䛷䛿䠈⥲㈨⏘䛾ቑ䛘䛯ᡓ␎ᮌ䛸ῶ䛳䛯ᡓ␎ᮌ䛷
䛧䛶௜䛡ຍ䛘䜛䠊䛣䛾సᴗ䜢䠈඲䛶䛾㠀⤊➃䝜䞊䝗䛾ᕥྑ䛻⤊
㑅ᢥ☜⋡䛻ᕪ䛜ฟ䛻䛟䛔Ⅼ䛷䛒䜛䠊
➃䝜䞊䝗䛜௜䛡ຍ䛘䜙䜜䜛䜎䛷⧞䜚㏉䛩䠊ึᮇಶయ䛾⏕ᡂ䛿䠈
2 䛴┠䛾ၥ㢟Ⅼ䛿䠈ᡓ␎ᮌ䛻䜘䛳䛶⾜ື䜢Ỵᐃ䛩䜛㝿䛻ྠ䛨
ึ䜑䛛䜙䝜䞊䝗ᩘ䛾ከ䛔ᮌ䛻䛺䜛䛣䛸䜢㜵䛠䛯䜑䠈῝䛥 4 䛻䛿⤊
ᩘᏐ䛾䝜䞊䝗䜢 2 ᅇ┠௨㝆ᐇ⾜䛩䜛ሙྜ䠈䛭䛾䝜䞊䝗䛷䛿ᕥྑ
➃䝜䞊䝗䜢௜䛡ຍ䛘䜛䠊
䛹䛱䜙䛻ศᒱ䛩䜛䛾䛛Ỵ䜎䛳䛶䛔䜛䛯䜑䠈⤯ᑐ䛻฿㐩䛷䛝䛺䛔䝜
2.3.2 ホ౯ 䞊䝗䛜⏕䜎䜜䛶䛧䜎䛖Ⅼ䛷䛒䜛䠊౛䛘䜀䠈ᅗ 1 䛷䛿䠈῝䛥 1 䛸῝䛥
ಶయ䜢ホ౯䛧䛯್䛷䛒䜛㐺ᛂᗘ F 䛿⥲㈨⏘䛸䛩䜛䠊⥲㈨⏘䛸 2 䛻 6 ␒䛾䝜䞊䝗䛜䛒䜛䠊῝䛥 1 䛻䛒䜛 6 ␒䛷ᕥ䛾䝜䞊䝗䜢ᐇ⾜
䛿䠈ྲྀᘬᚋ䛾ಶయ䛾⌧㔠ṧ㧗䛸ಖ᭷ᰴᘧ䛾᫬౯⥲㢠䛾඲㖭᯶ 䛩䜛ሙྜ䠈῝䛥 2 䛾 6 ␒䜒ᕥ䛾䝜䞊䝗䜢ᐇ⾜䛩䜛䛣䛸䛻䛺䜚䠈䛭䛾
䛾⥲࿴䛷䛒䜛䠊 ㏫ഃ䛾῝䛥 3 䛾 7 ␒䛾䝜䞊䝗௨ୗ䛻䛿฿㐩䛷䛝䛺䛔䠊䛣䜜䜙䛾䝜
2.3.3 㑇ఏⓗ᧯స 䞊䝗䛿኎㈙⾜ື䛻㛵ಀ䛺䛟㐺ᛂᗘ䛻ᙳ㡪䜢୚䛘䛺䛔䛜䠈䝜䞊䝗
௨ୗ䛾᧯స(ϸ)䡚(Ϻ)䜢㡰䛻⾜䛖䛣䛸䛷䠈䜘䜚㐺ᛂᗘ䛾㧗䛔ಶయ ᩘ䜢ไ㝈䛧䛶䛔䛺䛔䛯䜑䛣䛾䜘䛖䛺䝜䞊䝗䛜㝿㝈䛺䛟ቑ䛘䛶䛔䛟䠊
䜢స䜚ฟ䛩䠊 䛣䜜䛷䛿䠈஺ཫ䛾㝿䠈㐺ᛂᗘ䛻ᙳ㡪䜢୚䛘䜛㒊ศ䛜㑅䜀䜜䛻䛟
(ϸ) 」〇 䛟䛺䜛䛯䜑䠈㐍໬䛜೵䛧䜔䛩䛟ຠ⋡ⓗ䛺Ꮫ⩦䛜ጉ䛢䜙䜜䜛䠊
⌧ୡ௦䛻䛚䛔䛶㐺ᛂᗘ䛾㧗䛔ୖ఩ 20%䛾ಶయ䜢䠈䛭䛾䜎䜎 3 䛴┠䛾ၥ㢟Ⅼ䛿䠈஺ཫ䛻䜘䛳䛶䛷䛝䛯ಶయ䜢䛭䛾䜎䜎ḟୡ
ḟୡ௦䛻ṧ䛩䠊 ௦䛻ṧ䛧䛶䛔䜛䛯䜑䠈㐺ᛂᗘ䛾ప䛔ಶయ䛜ḟୡ௦䛻ከ䛟ṧ䜛Ⅼ
(Ϲ) ஺ཫ 䛷䛒䜛䠊
⌧ୡ௦䛾඲ಶయ䛛䜙㐺ᛂᗘ䜢⏝䛔䛯䝹䞊䝺䝑䝖㑅ᢥ䛻䜘䜚ぶ
3.2 ᥦ᱌
䛸䛺䜛 2 ಶయ䜢㑅ᢥ䛩䜛䠊䛭䜜䛮䜜䛾ಶయ䛛䜙䝷䞁䝎䝮䛻 1 䛴
䛪䛴䝜䞊䝗䜢㑅䜃䠈䛭䛾䝜䞊䝗௨ୗ䛾㒊ศᮌ䜢஺᥮䛩䜛䛣䛸䛷 ᮏ◊✲䛷䛿䠈1 䛴┠䛸 2 䛴┠䛾ၥ㢟Ⅼ䜢ゎỴ䛩䜛䛯䜑ಶయ
Ꮚ䜢 2 ಶయస䜚ฟ䛩䠊䛣䜜䜙䛾᧯స䜢⧞䜚㏉䛩䛣䛸䛷ḟୡ௦䛻 䛾㐺ᛂᗘ F 䜢ḟᘧ䛾䜘䛖䛻ᐃ⩏䛧䛯䠊
ṧ䛩 N ಶయ䛾 80%䜢స䜚ฟ䛩䠊 F = Profit − α × NodeNumber (2)
(Ϻ) ✺↛ኚ␗ 䛣䛣䛷䠈Profit 䛿ಶయ 䛾฼┈䠈NodeNumber 䛿ಶయ 䛾ᡓ␎
ḟୡ௦䛻ṧ䛩඲䛶䛾ಶయ䛻䛴䛔䛶㐺ᛂᗘ䛾㡰఩䛻ᇶ䛵䛔 ᮌ䛾䝜䞊䝗ᩘ䠈α 䛿ᡓ␎ᮌ䛾䝜䞊䝗ᩘ䛻㛵䛩䜛㔜䜏䜢⾲䛩䠊
䛶✺↛ኚ␗䜢᪋䛩䛛Ỵᐃ䛩䜛䠊ಶయ 䛾✺↛ኚ␗⋡ 䛿ḟ 㐺ᛂᗘ䛻฼┈䜢⏝䛔䜛䛣䛸䛷䠈᪤Ꮡᡭἲ䛾⥲㈨⏘䛻䜘䜛䝹䞊
ᘧ䛷ᐃ⩏䛥䜜䜛䠊 䝺䝑䝖㑅ᢥ䜘䜚ᡓ␎ᮌ䛤䛸䛾㑅ᢥ☜⋡䛻ᕪ䛜ฟ䜛䜘䛖䛻䛧䛶䛔䜛䠊
=( − 1) × 0.1㻌 (%)㻌 㻌 㻌 㻌 㻌 (1) 䜎䛯䠈ᡓ␎ᮌ䛾䝜䞊䝗ᩘ䜢ᘬ䛟䛣䛸䛷䝜䞊䝗ᩘ䛾ከ䛔ᡓ␎ᮌ䛾㐺
䛣䛣䛷䠈 䛿ಶయ 䛾㐺ᛂᗘ䛾㡰఩䛷䛒䜛䠊䛣䜜䛻䜘䜚䠈 ᛂᗘ䜢ᑠ䛥䛟䛧䠈䝜䞊䝗ᩘ䛾ከ䛔ᡓ␎ᮌ䜢⏕䛝ṧ䜚䛻䛟䛟䛧䛶䛔䜛䠊
㡰఩䛾㧗䛔ಶయ䛿✺↛ኚ␗䛩䜛☜⋡䛜ప䛟䛺䜛䠊✺↛ኚ␗ 䛧䛛䛧䠈䛣䛾䜎䜎䛷䛿㐺ᛂᗘ䛜㈇䛻䛺䜛䛣䛸䛜䛒䜚䝹䞊䝺䝑䝖㑅ᢥ
䜢᪋䛩ሙྜ䝷䞁䝎䝮䛻䝜䞊䝗䜢 1 䛴㑅䜃䠈⤊➃䝜䞊䝗䛺䜙௚䛾 䛾㑅ᢥ☜⋡䜢ồ䜑䜛䛣䛸䛜䛷䛝䛺䛔䠊䛭䛣䛷䠈㐺ᛂᗘ䛜㈇䛾ሙ
⤊➃䝜䞊䝗䠈㠀⤊➃䝜䞊䝗䛺䜙௚䛾㠀⤊➃䝜䞊䝗䛻䝷䞁䝎䝮䛻 ྜ䠈ᡓ␎ᮌ䛾୰䛷᭱䜒ᑠ䛥䛔㐺ᛂᗘ䛾⤯ᑐ್䜢඲䛶䛾ᡓ␎ᮌ
ኚ໬䛥䛫䜛䠊䛣䜜䜙䛾ಶయ䜢ḟୡ௦䛻ṧ䛩䠊 䛾㐺ᛂᗘ䛻㊊䛩䛣䛸䛷⿵ṇ䛩䜛䠊
䛥䜙䛻 3 䛴┠䛾ၥ㢟Ⅼ䜢ゎỴ䛩䜛䛯䜑ḟୡ௦䛻ṧ䛩ಶయ䜢
2.3.4 ࢩ࣑࣮ࣗࣞࢩࣙࣥࡢὶࢀ
⌧ୡ௦䛾ಶయ䛸஺ཫ䛻䜘䛳䛶䛷䛝䛯ಶయ䛛䜙㐺ᛂᗘ䛾㡰఩䜢
ಶయ䜢 N ಶయ⏝ព䛩䜛䠊ಶయ䛿䛭䜜䛮䜜ᡓ␎ᮌ䛸⌧㔠ṧ㧗䠈 ⏝䛔䛯䝹䞊䝺䝑䝖㑅ᢥ䛻䜘䛳䛶㑅䜃ฟ䛩䠊䛣䛖䛩䜛䛣䛸䛷䠈ಶయ
ಖ᭷ᰴᘧᩘ䛾᝟ሗ䜢ᣢ䛱䠈1 ᪥ 1 ᅇ⾜ື䛩䜛䠊ྛಶయ䛿⊂❧䛧 䛾ከᵝᛶ䜢ಖ䛱䛴䛴㡰఩䛾㧗䛔ಶయ䜢ḟୡ௦䛻ṧ䜚䜔䛩䛟䛩
䛶䠈ᡓ␎ᮌ䛻ᚑ䛔」ᩘ㖭᯶䛷䛭䜜䛮䜜ྲྀᘬ䜢⾜䛖䠊1 㖭᯶䛻䛴 䜛䠊ᮏ◊✲䛷䛿஺ཫ䛻䜘䛳䛶 N ಶయ䜢స䜚ฟ䛧䠈䛭䛣䛻⌧ୡ௦
䛝ඖ㔠䜢 10 ୓෇䛸䛧 2 ᖺ㛫䛾ྲྀᘬ䜢⾜䛖䠊ྲྀᘬ䛿㐣ཤ䛾䝕䞊䝍 䛾 N ಶయ䜢ྜ䜟䛫䛯 2N ಶయ䛛䜙ḟୡ௦䛾 N ಶయ䜢Ỵᐃ䛩䜛䠊
䜢⏝䛔䛶ᐇᕷሙ䛸ྠ䛨್ື䛝䜢෌⌧䛧䛯ᕷሙ䛷⾜䛔䠈ᰴᘧ䛾ὀ
ᩥ䛿ὀᩥ䜢ฟ䛧䛯᪥䛾⤊್䛷ᡂ❧䛥䛫䜛䠊䝅䝭䝳䝺䞊䝅䝵䞁䛿௨ 3.3 ᥦ᱌ᡭἲ䛾ὶ䜜
ୗ䛾ὶ䜜䛷⾜䛖䠊 ᥦ᱌ᡭἲ䛻䜘䜛䝅䝭䝳䝺䞊䝅䝵䞁䛿௨ୗ䛾ὶ䜜䛷⾜䛖䠊
䊠)ึᮇಶయ⏕ᡂ 䊠)ึᮇಶయ⏕ᡂ
䊡)ホ౯ 䊡)ホ౯
䊢)」〇 䊢)஺ཫ
䊣)஺ཫ 䊣)ホ౯
䊤)ホ౯ 䊤)ḟୡ௦䛻ṧ䛩ಶయ䛾㑅ᢥ
䊥)✺↛ኚ␗ 䊥)✺↛ኚ␗
䊡)䡚䊥)䜢䠈⤊஢᮲௳䜢‶䛯䛩䜎䛷⧞䜚㏉䛩䠊䊤)䛾ホ౯䛿✺↛ 䊡)䡚䊥)䜢䠈⤊஢᮲௳䜢‶䛯䛩䜎䛷⧞䜚㏉䛩䠊䊣)䛾ホ౯䛿ḟୡ
ኚ␗䜢⾜䛖㝿䛻ಶయ䛾㡰఩䜢⏝䛔䛶䛔䜛䛯䜑䠈」〇䛧䛯ಶయ䛸 ௦䛻ṧ䛩ಶయ䜢Ỵᐃ䛩䜛㝿䛻㐺ᛂᗘ䛾㡰఩䜢⏝䛔䛯䝹䞊䝺䝑
஺ཫ䛻䜘䛳䛶స䜚ฟ䛥䜜䛯ಶయ䛾㡰఩䜢ồ䜑䜛䛯䜑䛻⾜䛖䠊 䝖㑅ᢥ䜢⏝䛔䛶䛔䜛䛯䜑䠈⌧ୡ௦䛾ಶయ䛸஺ཫ䛻䜘䛳䛶ฟ᮶䛯
ಶయ䛾㡰఩䜢ồ䜑䜛䛯䜑䛻⾜䛖䠊
㻌

-2-
2J2-04
The 32nd Annual Conference of the Japanese Society for Artificial Intelligence, 2018
4. ⤖ᯝ
ᮏ◊✲䛷䛿䠈ྲྀᘬ䛻ᮾிドๆྲྀᘬᡤ 1 㒊䛻ୖሙ䛧䛶䛔䜛㖭
᯶䜢౑⏝䛧䛯䠊౑⏝䛧䛯䛾䛿䠈㓇㐀㛵㐃䛾䜰䝃䝠䠈䜻䝸䞁䠈䝃䝑䝫
䝻䠈IT 㛵㐃䛾䝲䝣䞊䠈䜸䞊䝡䝑䜽䠈KDDI䠈ᾘ㈝㛵㐃䛾䜲䜸䞁䠈䜲
䝈䝭䛾 8 㖭᯶䛷䛒䜛䠊䝅䝭䝳䝺䞊䝅䝵䞁䜢⾜䛖᮲௳䛸䛧䛶䠈ಶయᩘ
N =100䠈ୡ௦ᩘ 5000䠈ヨ⾜ᅇᩘ 50 䛸䛧䠈α 䛿 10 䡚 150 䜢 10 ้
䜏䛷䠈ᡓ␎ᮌ䛾Ꮫ⩦䜢⾜䛖Ꮫ⩦ᮇ㛫䛸䝔䝇䝖䜢⾜䛖䝔䝇䝖ᮇ㛫䜢
⾲ 2 䛾䜘䛖䛻タ䛡䠈䝅䝭䝳䝺䞊䝅䝵䞁䜢⾜䛳䛯䠊
⾲ 2㻌 ྲྀᘬᮇ㛫
ࢣ࣮ࢫ Ꮫ⩦ᮇ㛫
1 2013 ᖺ 1 ᭶㹼2014 ᖺ 12 ᭶
2 2011 ᖺ 1 ᭶㹼2012 ᖺ 12 ᭶
3 2009 ᖺ 1 ᭶㹼2010 ᖺ 12 ᭶
ᅗ 2 䛻䜿䞊䝇 1 䛻䛚䛡䜛䝔䝇䝖ᮇ㛫䛾඲ಶయ䛾୰䛷᭱䜒㧗䛔
฼┈(best)䜢♧䛩䠊䛣䛾ᅗ䛿 α = 50 䛻䛚䛔䛶䠈50 ヨ⾜䜢ᖹᆒ䛧
䛯⤖ᯝ䛷䛒䜛䠊⦪㍈䛿฼┈(୓)䠈ᶓ㍈䛿ୡ௦ᩘ䜢⾲䛧䠈䜸䝺䞁
䝆⥺䛿᪤Ꮡᡭἲ䛾 best䠈㟷⥺䛿ᥦ᱌ᡭἲ䛾 best 䜢⾲䛩䠊
ᅗ 2㻌 䜿䞊䝇 1㻌 䝔䝇䝖ᮇ㛫䛾 best
Ꮫ⩦ᮇ㛫䛻䛚䛔䛶ᥦ᱌ᡭἲ䛷䛿䛹䛾䜿䞊䝇䛻䛚䛔䛶䜒 best
䛷᪤Ꮡᡭἲ䜢ୖᅇ䛳䛯䠊䛥䜙䛻䠈䝔䝇䝖ᮇ㛫䛻䛚䛔䛶᪤Ꮡᡭἲ
䛷䛿ୡ௦ᩘ䛜㐍䜐䛻䛴䜜䛶 best 䛜ୗ䛜䛳䛶䛔䜛䛜䠈ᥦ᱌ᡭἲ
䛷䛿ୡ௦ᩘ䛜 0䡚1000 䛾㛫䛿ୖ䛜䛳䛶䛚䜚᪤Ꮡᡭἲ䜢ୖᅇ䛳
䛶䛔䜛䠊䜿䞊䝇 1䠈3 䛻䛚䛔䛶᪤Ꮡᡭἲ䛻䜘䜛ᡓ␎ᮌ䛾Ꮫ⩦䛷䛿
ୡ௦䛜㐍䜐䛻䛴䜜䛶䝔䝇䝖ᮇ㛫䛾 best 䛾ୖ᪼䜢☜ㄆ䛩䜛䛣䛸䛜
䛷䛝䛺䛛䛳䛯䛜䠈ᥦ᱌ᡭἲ䛷䛿☜ㄆ䛩䜛䛣䛸䛜䛷䛝䠈Ꮫ⩦䛻䜘䛳
䛶㈨⏘䜢ቑ䜔䛩䛣䛸䛜䛷䛝䜛ᡓ␎䜢⋓ᚓ䛷䛝䛯䛸⪃䛘䛶䛔䜛䠊䛣
䜜䛿ᥦ᱌ᡭἲ䛾ᡓ␎ᮌ䛷䛿䠈ᡓ␎ᮌ䛾䝜䞊䝗ᩘ䜢ไ㝈䛧䛯䛣䛸
䛷஺ཫ䛻䜘䛳䛶㐺ᛂᗘ䛻ᙳ㡪䜢୚䛘䜛㒊ศ䛜஺᥮䛥䜜䜔䛩䛟䛺
䛳䛶䛔䜛䠊䛭䛾⤖ᯝ䠈ຠ⋡ⓗ䛺Ꮫ⩦䛜䛷䛝䠈䜘䜚㐺ᛂᗘ䛾㧗䛔ᡓ
␎ᮌ䛜䛷䛝䜔䛩䛟䛺䛳䛯䛛䜙䛰䛸⪃䛘䜙䜜䜛䠊
ᅗ 3 䛻䜿䞊䝇 2 䛻䛚䛡䜛䝔䝇䝖ᮇ㛫䛾඲ಶయ䛾୰䛷᭱䜒㧗䛔
฼┈(best)䜢♧䛩䠊䛣䛾ᅗ䛿 α = 50 䛻䛚䛔䛶䠈50 ヨ⾜䜢ᖹᆒ䛧
䛯⤖ᯝ䛷䛒䜛䠊⦪㍈䛿฼┈(୓)䠈ᶓ㍈䛿ୡ௦ᩘ䜢⾲䛧䠈䜸䝺䞁
䝆⥺䛿᪤Ꮡᡭἲ䛾 best䠈㟷⥺䛿ᥦ᱌ᡭἲ䛾 best 䜢⾲䛩䠊
ᅗ 3㻌 䜿䞊䝇 1㻌 䝔䝇䝖ᮇ㛫䛾 best
䜿䞊䝇 2 䛾䝔䝇䝖ᮇ㛫䛷䛿ᥦ᱌ᡭἲ䠈᪤Ꮡᡭἲ䛾䛹䛱䜙䛻䛚
䛔䛶䜒ୡ௦䛜㐍䜐䛻䛴䜜䛶 best 䛜ୗ㝆䛧䛶䛧䜎䛳䛯䠊䛣䜜䛿Ꮫ
⩦ᮇ㛫䛻್ୖ䛜䜚ᖜ䛾኱䛝䛔ୖ᪼䝖䝺䞁䝗䛾㖭᯶䛜Ꮡᅾ䛩䜛䛯
䜑䠈ୖ᪼䝖䝺䞁䝗䛾䜏䛷㈨⏘䛜ቑ䛘䜛䜘䛖䛻ᡓ␎ᮌ䛜㐍໬䛧䛶䛧
䜎䛔䝔䝇䝖ᮇ㛫䛾ᰴ౯ኚື䛻ᑐᛂ䛷䛝䛺䛟䛺䛳䛯䛛䜙䛰䛸⪃䛘䜙
䜜䜛䠊
㻌 ᅗ 4 䛻䜿䞊䝇 1 䛻䛚䛡䜛䛭䛾ୡ௦䛾ᡓ␎ᮌ䛾ᖹᆒ䝜䞊䝗ᩘ
䜢♧䛩䠊䛣䛾ᅗ䛿 α = 50 䛻䛚䛔䛶䠈50 ヨ⾜䜢ᖹᆒ䛧䛯⤖ᯝ䛷
䛒䜛䠊⦪㍈䛿ᖹᆒ䝜䞊䝗ᩘ䠈ᶓ㍈䛿ୡ௦ᩘ䜢⾲䛧䠈䜸䝺䞁䝆⥺䛿
᪤Ꮡᡭἲ䛻䜘䜛ᡓ␎ᮌ䛾ᖹᆒ䝜䞊䝗ᩘ䠈㟷⥺䛿ᥦ᱌ᡭἲ䛻䜘䜛
ᡓ␎ᮌ䛾ᖹᆒ䝜䞊䝗ᩘ䜢⾲䛩䠊
ࢸࢫࢺᮇ㛫
2015 ᖺ 1 ᭶㹼2016 ᖺ 12 ᭶
2013 ᖺ 1 ᭶㹼2014 ᖺ 12 ᭶
2011 ᖺ 1 ᭶㹼2012 ᖺ 12 ᭶
ᅗ 4㻌 䜿䞊䝇 1㻌 ᖹᆒ䝜䞊䝗ᩘ
᭱⤊ୡ௦䛻䛚䛔䛶䠈᪤Ꮡᡭἲ䛻䜘䜛ᡓ␎ᮌ䛾ᖹᆒ䝜䞊䝗ᩘ䛿
⣙ 1700 䛷䛒䜛䛜䠈ᥦ᱌ᡭἲ䛻䜘䜛ᡓ␎ᮌ䛾ᖹᆒ䝜䞊䝗ᩘ䛿⣙
100 䛷䛒䜚䠈ᥦ᱌ᡭἲ䛷䛿᪤Ꮡᡭἲ䛻䜘䜛ᡓ␎ᮌ䜘䜚䛿䜛䛛䛻ᑡ
䛺䛔䝜䞊䝗䛷ᡓ␎ᮌ䜢ᵓ⠏䛩䜛䛣䛸䛜䛷䛝䛶䛔䜛䠊ᥦ᱌ᡭἲ䛷䛿䠈
䜿䞊䝇 2䠈3 䛻䛚䛔䛶䜒ྠᵝ䛻᪤Ꮡᡭἲ䛻䜘䜛ᡓ␎ᮌ䜘䜚ᑡ䛺䛔
䝜䞊䝗䛷ᡓ␎ᮌ䜢ᵓ⠏䛩䜛䛣䛸䛜䛷䛝䛯䠊
⾲ 3 䛻䜿䞊䝇 1 䛾Ꮫ⩦ᮇ㛫䛷᭱䜒⥲㈨⏘䛜㧗䛛䛳䛯ᡓ␎ᮌ
䛾䝜䞊䝗ᩘ䛸↓ຠ䛺䝜䞊䝗䛾๭ྜ䜢⾲ 3 䛻♧䛩䠊
⾲ 3㻌 ↓ຠ䛺䝜䞊䝗
᪤Ꮡᡭἲ ᥦ᱌ᡭἲ
ࣀ࣮ࢻᩘ 787 47
↓ຠ࡞๭ྜ 76% 28%
᪤Ꮡᡭἲ䛻䜘䜛ᡓ␎ᮌ䛿䝜䞊䝗ᩘ 787 䛻ᑐ䛧䛶↓ຠ䛺๭ྜ䛜
76% 䛸ᡓ␎ᮌ䜢ᵓ⠏䛩䜛䝜䞊䝗䛾⣙ 4 ศ䛾 3 䛜↓ຠ䛺䝜䞊䝗䛸䛺
䛳䛶䛔䜛䛜䠈ᥦ᱌ᡭἲ䛻䜘䜛ᡓ␎ᮌ䛿䝜䞊䝗ᩘ 47 䛻ᑐ䛧䛶↓ຠ
䛺๭ྜ䛜 28% 䛸᪤Ꮡᡭἲ䜘䜚↓ຠ䛺䝜䞊䝗䜢኱ᖜ䛻ῶ䜙䛩䛣䛸
䛜䛷䛝䛶䛔䜛䠊
5. ௒ᚋ䛾ㄢ㢟
᪤Ꮡᡭἲ䠈ᥦ᱌ᡭἲ䛾䛹䛱䜙䛻䛚䛔䛶䜒Ꮫ⩦ᮇ㛫䛻೫䛳䛯
ኚື䛾㖭᯶䛜Ꮡᅾ䛩䜛䛸䠈䛭䛾ኚື᫬䛾䜏䛷䛧䛛✌䛢䛺䛔䜘䛖
䛻ᡓ␎ᮌ䛜㐍໬䛧䛶䛧䜎䛔䠈௚䛾ᰴ౯ኚື䛻ᑐᛂ䛷䛝䛺䛟䛺䛳
䛶䛔䜛䠊ᵝ䚻䛺䝟䝍䞊䞁䛾ᰴ౯ኚື䛻ᑐᛂ䛩䜛ᡓ␎ᮌ䜢ᵓ⠏
䛩䜛䛯䜑䠈Ꮫ⩦ᮇ㛫䛻䛚䛔䛶ᵝ䚻䛺ኚື䛷฼┈䜢䛒䛢䛶䛔䜛
ᡓ␎ᮌ䜢ホ౯䛩䜛᪉ἲ䛾᳨ウ䛜ᚲせ䛷䛒䜛䠊
ᥦ᱌ᡭἲ䛷䛿䠈᪤Ꮡᡭἲ䛻ẚ䜉ᡓ␎ᮌ䛾↓ຠ䛺䝜䞊䝗䜢኱
ᖜ䛻ῶ䜙䛩䛣䛸䛜䛷䛝䛯䛜䠈↓ຠ䛺䝜䞊䝗䛜ṧ䛳䛶䛚䜚᏶඲䛻๐
㝖䛩䜛䛣䛸䛜䛷䛝䛶䛔䛺䛔䠊ᡓ␎ᮌ䛛䜙඲䛶䛾↓ຠ䛺䝜䞊䝗䜢๐
㝖䛩䜛᪉ἲ䛾᳨ウ䛜ᚲせ䛷䛒䜛䠊
䛣䜜䜙䜢᳨ウ䛧䛯⤖ᯝ䛻䛴䛔䛶䜒Ⓨ⾲䜢⾜䛖䠊
ཧ⪃ᩥ⊩
[ᯇᮧ㻌 06]㻌 ᯇᮧᖾ㍤䠈ᅜᒇ⨾ᩗ䠈ᮌᮧ࿘ᖹ䠖䇾㑇ఏⓗ䝥䝻䜾䝷
䝭䞁䜾ᡭἲ䛻ᇶ䛵䛟䜶䞊䝆䜵䞁䝖䝧䞊䝇䝖䝺䞊䝎䝰䝕䝹䇿᝟
ሗฎ⌮Ꮫ఍ㄽᩥㄅ䠈Vol.47,No9,pp.2869-2886䠈2006
-3-
2J2-04

The 32nd Annual Conference of the Japanese Society for Artificial Intelligence, 2018

[ᯇᮧ㻌 08]㻌 ᯇᮧᖾ㍤䠖䇾㐍໬ィ⟬ᡭἲ䛻䜽䝷䝇䝍䝸䞁䜾䜢ᛂ⏝

䛧䛯ᰴᘧᢞ㈨䛾ᡓ␎ᮌ᭱㐺໬䝰䝕䝹䇿᝟ሗฎ⌮Ꮫ఍ㄽᩥ
ㄅ䠈Vol.49,No1,pp.457-475䠈2008
[⸨ᮏ㻌 04]㻌 ⸨ᮏኍ䠖ᰴ౯䝏䝱䞊䝖ศᯒ኱඲䠈⮬⏤ᅜẸ♫䠈
2004䠊
[ྜྷぢ㻌 03]㻌 ྜྷぢಇᙪ䠖Ỵᐃ∧䝏䝱䞊䝖ศᯒ䛾┿ᐇ䠈᪥⤒䝷䝆䜸
♫䠈2003.
[ᒣ୰㻌 15]㻌 ᒣ୰ᗣྖ䠖┦ሙ䛷຾䛴䛯䜑䛾ᇶᮏ䛸ᐇ㊶㻌 䝔䜽䝙䜹
䝹ᣦᶆ䛾ㄞ䜏᪉䞉౑䛔᪉䠈2015䠊
[Koza㻌 92]㻌 Koza䠈J䠖Genetic Programming䠈MIT㻌 Press䠈1992

-4-