looking for "optimal weighting" algorithm

[Terry Reedy]

"Stephan Diehl"
> You are probably looking for "linear regression".

Linear regression is designed for continuous, not binary outcome
variables.

"Duncan Smith"
> But linear discriminant analysis and logistic regression would give
you

Logistic regression use 0-1 outcomes to fit a very particular model: p
= exp(s)/(1+exp(s)) where p is a probability of 1 versus 0 and s is a
linear sum of 'independent' variables.  It is typically used for
modelling probability of response within one group.  It is less likely
to be useful for two-group classification.

Terry