Classification algorithms for high-dimensional biological data like gene expression profiles or metabolomic fingerprints are typically evaluated by the number of misclassifications across a test dataset. However, to judge the classification of a single case in the context of clinical diagnosis, we need to assess the uncertainties associated with that individual case rather than the average accuracy across many cases. Reliability of individual classifications can be expressed in terms of class probabilities. While classification algorithms are a well-developed area of research, the estimation of class probabilities is considerably less progressed in biology, with only a few classification algorithms that provide estimated class probabilities.