The present invention solves a problem that there may be a case that an estimated value of regression cannot be calculated depending on a discrimination result when a regression method is applied after a discrimination method, and has a purpose to obtain an estimating equation with high accuracy even when the number of sample groups to which the regression method is applied is small. An estimating equation that satisfies the regression and discrimination at the same time can be obtained by combining a discrimination evaluation function that evaluates discrimination accuracy and a regression evaluation function that evaluates regression accuracy, calculating a combination evaluation function, and optimizing the combination evaluation function.
Please help me write a proper abstract based on the patent claims. CLAIM: 1. A regression analysis system comprising a memory configured to store a sample group which has a characteristic amount and an evaluation value; an estimating equation calculation unit configured to calculate a factor of an estimating equation for estimating an evaluation value from a characteristic amount of a new sample by using the characteristic amount and evaluation value of the sample group stored in the memory, and an estimating equation application unit configured to calculate an estimated evaluation value by applying a characteristic amount of the new sample to the estimating equation, wherein the estimating equation calculation unit comprising: a regression evaluation function calculation unit configured to calculate a regression evaluation function in which the estimated evaluation value expresses accuracy of an estimation of the evaluation value; a discrimination evaluation function calculation unit configured to calculate a discrimination evaluation function that evaluates accuracy of discriminating a plurality of classes in the sample group; a combination evaluation function calculation unit configured to calculate a combination evaluation function by combining the regression evaluation function and the discrimination evaluation function; and a combination evaluation function optimization unit (21) configured to calculate a factor of the estimating equation by optimizing the combination evaluation function. 2. The regression analysis system according to claim 1, wherein the combination evaluation function calculation unit comprises a discrimination/regression priority adjusting unit configured to calculate the combination evaluation function by using a priority constant that adjusts the priority of the regression evaluation function and the discrimination evaluation function. 3. The regression analysis system according to claim 2, wherein the discrimination/regression priority adjusting unit comprises a priority constant search unit configured to search the priority constant that optimizes the combination evaluation function. 4. The regression analysis system according to claim 1 comprising: an evaluation value substitution table creation unit configured to create a table that associates a numerical value distribution with the evaluation value or associates a numerical value distribution when an evaluation value is absent; an evaluation value substitution unit configured to substitute evaluation values of a part of or all of the samples with the numerical value distribution associated by the evaluation value substitution table creation unit, or give evaluation values of a part or all of samples lacking an evaluation value as the numerical value distribution associated by the evaluation value substitution table creation unit; and a sample assignment unit configured to assign the sample group, in which the evaluation value is substituted, to the regression evaluation function calculation unit and the discrimination evaluation function calculation unit. 5. The regression analysis system according to claim 4, wherein the numerical value distribution of the evaluation value substitution table creation unit is expressed by a numerical value range which is limited by one or more inequality expression. 6. The regression analysis system according to claim 4, wherein the numerical value distribution of the evaluation value substitution table creation unit is expressed by a numerical value function using the evaluation value as an input. 7. The regression analysis system according to claim 4, wherein the numerical value distribution of the evaluation value substitution table creation unit is a numerical value different from the evaluation value. 8. The regression analysis system according to claim 1, wherein the regression evaluation function calculated in the regression evaluation function calculation unit is a summation of power of errors between the evaluation value and estimated evaluation value of the sample group. 9. The regression analysis system according to claim 4, further comprising a convergence determination unit configured to execute a convergence test after the combination evaluation function optimization unit (21) and, when it is not converged, gives feedback to the evaluation value substitution table creation unit to correct the table. 10. The regression analysis system according to claim 1, further comprising an important characteristic amount selection unit configured to select a characteristic amount which is closely related to the estimated evaluation value from the characteristic amount. 11. The regression analysis system according to claim 1, further comprising: an independent condition defining unit configured to define a condition that a plurality of types of evaluation values are independent from each other; and an independent-condition combination evaluation function calculation unit configured to calculate a combination evaluation function with an independent condition by using the independent condition and the combination evaluation function corresponding to a plurality of types of evaluation values. 12. The regression analysis system according to claim 11, wherein the independent condition defining unit configured to define the condition that the two types of evaluation values become independent from each other with a cosine which is obtained by dividing an inner product of axis vectors of the two types of evaluation values by absolute values of the respective axis vectors. 13. The regression analysis system according to claim 11, wherein the independent-condition combination evaluation function calculation unit calculates the combination evaluation function with an independent condition by using an independent condition constant which indicates strength of the independent condition. 14. The regression analysis system according to claim 13, further comprising an independent condition constant search unit configured to search the independent condition constant used in the independent-condition combination evaluation function calculation unit. 15. A regression analysis method comprising steps of: substituting each evaluation value with a numerical value distribution based on an evaluation value substitution table for a part of or all of stored sample groups having evaluation values; assigning the sample group in which the evaluation value is substituted with the numerical value distribution to a regression evaluation function calculation unit and a discrimination evaluation function calculation unit, calculating, by the regression evaluation function calculation unit, a regression evaluation function that indicates accuracy of estimation of the evaluation value based on the estimated evaluation value, and calculating, by the discrimination evaluation function calculation unit, a discrimination evaluation function that evaluates accuracy of discrimination of a plurality of classes in the sample group; calculating a combination evaluation function by combining the regression evaluation function and the discrimination evaluation function; calculating a factor of an estimating equation by optimizing the combination evaluation function; and calculating an estimated evaluation value of a new sample by applying a characteristic amount of the new sample to the estimating equation.