Abstract: Nonlinear classification models are widely used in various fields due to their excellent performance in handling complex problems. The paper investigates the learning performance of nonlinear classification models based on Markov sampling, which builds upon the traditional framework with i.i.d. samples. Subsequently, the paper introduces a ueMC-NL algorithm, tailored specifically for nonlinear classification models, facilitating the production of ueMC samples from a finite dataset. Numerical investigations on the random forest and the MLP model reveal that nonlinear classification models utilizing ueMC samples yields fewer misclassification rates compared to i.i.d. samples.