A method and system for constructing a classifier for a set of records to be classified (108) into predicted classes (351-353) are provided. The set of records that are to be classified (108) are clustered into a plurality of clusters. A first classifier (106) is created that classifies records into the plurality of clusters (321-323) and the first classifier (106) is applied to a set of training records (110), each of the training records (331-334) having a predicted class (306). A classifier (107A-C) may then be created for each sub-set of training records (341-343) classed into each of the plurality of clusters and the classifier (107A-C) applied to a sub-set of records to be classified (311-313) formed in the corresponding cluster.