What classifiers provide a weight vector?
1 answer
Virtually any linear classifier has this property by design.
As I understand it, what you want to do is something like selecting a function without clipping the least useful ones.
See document
Mladic, D., Branck, J., Gromelnik, M. and Milich-Freiling, N. (2004, July). Selecting functions using the linear weight of the classifier: interaction with classification models. In the proceedings of the 27th ACM SIGIR Annual International Conference on Research and Development in Search of Information (pp. 234-241). ACM.
the authors compare several methods for selecting features, including using SVM weights and finding the latter to be the best.
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