What's a good classification algorithm for a large amount of classes? My requirements are these:


Fast classification of vectors of length 100 to one of 30000 classes
Iterative learning (can improve the model after it was first learnt)
Preferably available implementations in Matlab and Java


Thanks
I would suggest using Deep Learning and especially convolutional neural networks. This might be a generic approach to large scale classification tasks. One such example is identifying faces. As an example, 10.000 classes have been tackled by Sun et. al. in the following : http://ieeexplore.ieee.org/document/6909640/

And iterative learning is of course supported.