I have been blowing my brains out over the past 2-3 weeks on this problem. I have a multi-label (not multi-class) problem where each sample can belong to several of the labels.<
I would do the multi-label part by hand. The OneVsRestClassifier treats them as independent problems anyhow. You can just create the n_labels many classifiers and then call partial_fit on them. You can't use a pipeline if you only want to hash once (which I would advise), though. Not sure about speeding up hashing vectorizer. You gotta ask @Larsmans and @ogrisel for that ;)
Having partial_fit
on OneVsRestClassifier would be a nice addition, and I don't see a particular problem with it, actually. You could also try to implement that yourself and send a PR.