The hyperparameter management device of the present invention includes a compression network to dimensionally compress data to produce a low dimensional representation, an estimation network to estimate a density distribution of the low dimensional representation and a hyperparameter calculation unit to calculate hyperparameters for the compression network and the estimation network, wherein the hyperparameter calculation unit calculates, based on a set of subject data and a set of uniform data, a gap statistic using a gap statistic calculation technique, and calculates, using a curve fitting technique, an estimation network hyperparameter based on at least the gap statistic, calculates a ratio of variance of principal components of the set of subject data, and calculates, using a curve fitting technique, a compression network hyperparameter based on at least the ratio of variance, and sets the estimation network hyperparameter in the estimation network and sets the compression network hyperparameter in the compression network.