I have a categorical variable, country which takes on values like India, US, Pakistan etc. I am currently using a linear SLM for a classification task.
So my country value varies from 1-20. How should this be a feature in the classification task. Should i have a one hot vector like (1,0,0..) for us and assign this vector 20 weights, or should i have integer from 1_20 and assign a single weight? I am using scikit learn. Does the answer depend on classifier?