Abstract: One of the most widely used assumptions in supervised learning is that data is independent and identically distributed. This assumption does not hold true in many real cases. Sequential learning is the discipline of machine learning that deals with dependent data such that neighboring examples exhibit some kind of relationship. In the literature, there are different approaches that try to capture and exploit this correlation, by means of different methodologies. In this paper we focus on meta-learning strategies and, in particular, the stacked sequential learning approach. The main contribution of this work is two-fold: first, we generalize the stacked sequential learning. This generalization reflects the key role of neighboring interactions modeling. Second, we propose an effective and efficient way of capturing and exploiting sequential correlations that takes into account long-range interactions by means of a multi-scale pyramidal decomposition of the predicted labels. Additionally, this new method subsumes the standard stacked sequential learning approach. We tested the proposed method on two different classification tasks: text lines classification in a FAQ data set and image classification. Results on these tasks clearly show that our approach outperforms the standard stacked sequential learning. Moreover, we show that the proposed method allows to control the trade-off between the detail and the desired range of the interactions.