This paper studies the probability of error associated with the social machine learning framework, which involves an independent training phase followed by a cooperative decision-making phase over a graph. This framework addresses the problem of classifying a stream of unlabeled data in a distributed manner. We consider two kinds of classification tasks with limited observations in the prediction phase, namely, the statistical classification task and the single-sample classification task. For each task, we describe the distributed learning rule and analyze the probability of error accordingly. To do so, we first introduce a stronger consistent training condition that involves the margin distributions generated by the trained classifiers. Based on this condition, we derive an upper bound on the probability of error for both tasks, which depends on the statistical properties of the data and the combination policy used to combine the distributed classifiers. For the statistical classification problem, we employ the geometric social learning rule and conduct a non-asymptotic performance analysis. An exponential decay of the probability of error with respect to the number of unlabeled samples is observed in the upper bound. For the single-sample classification task, a distributed learning rule that functions as an ensemble classifier is constructed. An upper bound on the probability of error of this ensemble classifier is established.