Provided are a feature transformation device and others enabling feature transformation with high precision.The feature transformation device includes receiving means for receiving training data and test data each including a plurality of samples, optimization means for optimizing weight and feature transformation parameter based on an objective function related to the weight and the feature transformation parameter, the optimization means including weight derivation means for deriving the weight assigned to each element included in the training data and feature transformation parameter derivation means for deriving the feature transformation parameter that transforms each of the samples included in the training data or the test data, objective function derivation means for deriving a value of the objective function, the objective function derivation means including a constraint determination means for determining whether the weight satisfies a prescribed constraint and regularization means for regularizing at least one of the weight or the feature transformation parameter, and transformation means for transforming an element included in at least one of the training data or the test data based on the feature transformation parameter.