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Hierarchical multi-label classification is a complex classification task where the classes involved in the problem are hierarchically structured and each example may simultaneously belong to more than one class in each hierarchical level. In this paper, we extend our previous works, where we investigated a new local-based classification method that incrementally trains a multi-layer perceptron for each level of the classification hierarchy. Predictions made by a neural network in a given level are used as inputs to the neural network responsible for the prediction in the next level. We compare the proposed method with one state-of-the-art decision-tree induction method and two decision-tree induction methods, using several hierarchical multi-label classification datasets. We perform a thorough experimental analysis, showing that our method obtains competitive results to a robust global method regarding both precision and recall evaluation measures.