We tackle the computational problem of query-conditioned search. Given a machine-learned scoring rule and a query distribution, we build a predictive index by precomputing lists of potential results sorted based on an expected score of the result over future queries. The predictive index datastructure supports an anytime algorithm for approximate retrieval of the top elements. The general approach is applicable to webpage ranking, internet advertisement, and approximate nearest neighbor search. It is particularly effective in settings where standard techniques (e.g., inverted indices) are intractable. We experimentally find substantial improvement over existing methods for internet advertisement and approximate nearest neighbors.