Accurate risk models for adverse outcomes can provide important input to clinical decision-making. Surprisingly, one of the main challenges when using machine learning to build clinically useful risk models is the small amount of data available. Risk models need to be developed for specific patient populations, specific institutions, specific procedures, and specific outcomes. With each exclusion criterion, the amount of relevant training data decreases, until there is often an insufficient amount to learn an accurate model. This difficulty is compounded by the large class imbalance that is often present in medical applications.