Machine learning-inspired techniques have emerged as a new paradigm for analysis of phase transitions in quantum matter. In this work, we introduce a supervised learning algorithm for studying critical phenomena from measurement data, which is based on iteratively training convolutional networks of increasing complexity, and test it on the transverse field Ising chain and q=6 Potts model. At the continuous Ising transition, we identify scaling behavior in the classification accuracy, from which we infer a characteristic classification length scale. It displays a power-law divergence at the critical point, with a scaling exponent that matches with the diverging correlation length. Our algorithm correctly identifies the thermodynamic phase of the system and extracts scaling behavior from projective measurements, independently of the basis in which the measurements are performed. Furthermore, we show the classification length scale is absent for the $q=6$ Potts model, which has a first order transition and thus lacks a divergent correlation length. The main intuition underlying our finding is that, for measurement patches of sizes smaller than the correlation length, the system appears to be at the critical point, and therefore the algorithm cannot identify the phase from which the data was drawn.
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