Which classifiers provide weight vector?

问题:

What machine learning classifiers exists which provide after the learning phase a weight vector? I know about SVM, logistic regression, perceptron and LDA. Are there more?

My goal is to use these weight vector to draw an importance map.

回答1:

Actually any linear classifier has such a property by design.

As I understand, what you want to do is something like feature selection without cut-off of least useful ones.

See the paper

Mladenić, D., Brank, J., Grobelnik, M., & Milic-Frayling, N. (2004, July). Feature selection using linear classifier weights: interaction with classification models. In Proceedings of the 27th annual international ACM SIGIR conference on Research and development in information retrieval (pp. 234-241). ACM.

authors compare several methods for feature selection including usage of SVM weights and find the last to be the best.