Frugal selection of weights to weigh a thing

[Matthew Parkinson told me this problem, or a slight variation thereof.]

You are given a balance (that is, a weighing machine with two trays) and a positive integer N. You are then to request a number of weights. You pick which denominations of weights you want and how many of each you want. After you receive the weights you requested, you are given a thing whose weight is an integer between 1 and N, inclusive. Using the balance and the weights you requested, you must now determine the exact weight of the thing.

As a function of N, how few weights can you get by requesting?

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