Described is a technology by which a maximum entropy (MaxEnt) model, such as used as a classifier or in a conditional random field or hidden conditional random field that embed the maximum entropy model, uses continuous features with continuous weights that are continuous functions of the feature values (instead of single-valued weights). The continuous weights may be approximated by a spline-based solution. In general, this converts the optimization problem into a standard log-linear optimization problem without continuous weights at a higher-dimensional space.