looking for "optimal weighting" algorithm

[Ben S]

Alex Martelli wrote:
> I _know_ there's a decent algorithm to solve the following problem,
> but I don't recall its name and thus can't rapidly google for the
> details... can somebody help?
>
> The problem: I need to design a "decision criterion" to classify
> "observations".  For each observation I measure the values of a
> number N of features, x1, x2, ... xN; the desired design criterion
> is a set of weights w1, w2, ... wN such that for any observation I
> will then just compute a weighted sum
>   S = w1*x1 + w2*x2 + ... + wN*xN
> and classify the observation as Black if S<=1, White if S>1.

This accurately describes a neural network (in addition to the other
concepts that other (more learned) people have already posted about). It
starts off with random weights, you feed in the values, see if you got
the right answer, and adjust the weights accordingly. Eventually you
have your set of weights.

--
Ben Sizer
http://pages.eidosnet.co.uk/kylotan