> Then you don't need a OneVsRestClassifier as OvR is the default
> strategy for SGD. You do need to put a maximum on the number of
> classes before you start learning, though.
 I see. Thank you for the advice. This was initial novice iteration of the
 solution and needs improvement of course. In terms of which, in order to
 keep the behaviour of the classifier consistent, instead of a single
 classifier with thousands of categories wouldn't it be better
 to build an ensemble of classifiers with a hierarchy(similar dataset, less
 collision since the noise from the other classes is reduced and
 I can define the solution-flow custom to the category chosen) say,
 
                    Classifiers 
                        |
    ----------------------------------------
    |              |       -------         |
  Type A         Type B                   Type N (total types = 5 or 6)
    |
    |              --                               
  -----------------------------------
  |            |        --------    |     
 Category A  Category B          Category N (N = atmost 1000)

 Is there a way I can achieve this with scikit [i.e. unless I am mistaken
 for a sample I need to also negatively train on the other classifiers]
 I do appreciate clearing up the holes in my understanding.
 





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