looking for "optimal weighting" algorithm

[Joel Neely]

Alex Martelli wrote:
> 
> 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...

Check out the neural network training algorithms in

     _Parallel_Distributed_Processing_
     _Volume_1:_Foundations_

     Rumelhart, McClelland, et. al.

     MIT Press, 1986

     ISBN 0-262-18120-7

-jn-