We present a method to extract a weighted finite automaton (WFA) from a recurrent neural network (RNN). Our method is based on the WFA learning algorithm by Balle and Mohri, which is in turn an extension of Angluin's classic L* algorithm. Our technical novelty is in the use of regression methods for the so-called equivalence queries, thus exploiting the internal state space of an RNN to prioritize counterexample candidates. This way we achieve a quantitative/weighted extension of the recent work by Weiss, Goldberg and Yahav that extracts DFAs. We experimentally evaluate the accuracy, expressivity and efficiency of the extracted WFAs.