We have generated Artificial Neural Networks (ANN) capable of performing sensitive, quantitative predictions of peptide binding to the MHC class I molecule, HLA-A*0204. We have shown that such quantitative ANN are superior to conventional classification ANN, that have been trained to predict binding vs non-binding peptides. Furthermore, quantitative ANN allowed a straightforward application of a 'Query by Committee' (QBC) principle whereby particularly information-rich peptides could be identified and subsequently tested experimentally. Iterative training based on QBC-selected peptides considerably increased the sensitivity without compromising the efficiency of the prediction. This suggests a general, rational and unbiased approach to the development of high quality predictions of epitopes restricted to this and other HLA molecules. Due to their quantitative nature, such predictions will cover a wide range of MHC-binding affinities of immunological interest, and they can be readily integrated with predictions of other events involved in generating immunogenic epitopes. These predictions have the capacity to perform rapid proteome-wide searches for epitopes. Finally, it is an example of an iterative feedback loop whereby advanced, computational bioinformatics optimize experimental strategy, and vice versa.