An information processing apparatus includes a first recurrent neural network (RNN) for performing processing which corresponds to a time-series and a second RNN for processing another correlated time-series. The difference between a context set output by the first RNN and a context set output by the second RNN is computed by a subtractor, and the obtained difference is used as a prediction error. Backpropagation is performed based on the prediction error, thus determining a coefficient for each neuron of an output layer, an intermediate layer, and an input layer.