Machine Learning Multiclass Classification for thousands of Classes
<p>I have a few million Entities with 1 to 10 attributes describing each of them and about one hundred thousand Classes to sort them into.</p>

<p>Are there any Machine Learning algorithms (ideally available on SQL Server, Azure or as .NET library) or a stand-alone tools for massive Multiclass Classification capable of suggesting the top few best matching Classes for each of the Entities?</p>

<p>I have found this research along the lines: <a href="http://www.cs.bris.ac.uk/~flach/ecmlpkdd2012papers/1125550.pdf" rel="nofollow">Learning compact class codes for fast inference in large multi class classification</a>, but could not find any implementations.</p>

<p>At the moment I have sort of a <a href="https://en.wikipedia.org/wiki/K-nearest_neighbors_algorithm" rel="nofollow">K-nearest neighbours</a> based on <a href="https://msdn.microsoft.com/en-us/library/ms142571.aspx" rel="nofollow">Full-Text Search</a> with a couple of other dimensions weighted at 1/3 each to improve the results. I am looking for the ways to improve both performance and accuracy.</p>