A data analysis apparatus executes: a selection process selecting a first feature variable group that is a trivial feature variable group contributing to prediction and a second feature data group other than the first feature variable group from a set of feature variables; an operation process operating a first regularization coefficient related to a first weight parameter group corresponding to the first feature variable group in a manner that the loss function is larger, and operating a second regularization coefficient related to a second weight parameter group corresponding to the second feature variable group in a manner that the loss function is smaller, among a set of weight parameters configuring a prediction model, in a loss function related to a difference between a prediction result output in a case of inputting the set of feature variables to the prediction model and ground truth data corresponding to the feature variables.