We develop a novel approach for supervised learning based on adaptively partitioning the feature space into different regions and learning local region-specific classifiers. We pose an empirical risk minimization problem that incorporates both partitioning and classification in to a single global objective. We show that this problem can be reformulated as a supervised learning problem and consequently any discriminative learning method can be utilized. We consider locally linear schemes by learning linear partitions and linear region classifiers. These schemes approximate complex decision boundaries and ensure low training error while providing tight control on over-fitting and generalization error. We present experimental results showing improved performance and robustness to label noise.