Learning of classification models in practice often relies on human annotation effort in which humans assign class labels to data instances. As this process can be very time-consuming and costly, finding effective ways to reduce the annotation cost becomes critical for building such models. To solve this problem, instead of soliciting instance-based annotation we explore region-based annotation as the human feedback. A region is defined as a hyper-cubic subspace of the input space X and it covers a subpopulation of data instances that fall into this region. Each region is labeled with a number in [0,1] (in binary classification setting), representing a human estimate of the positive (or negative) class proportion in the subpopulation. To quickly discover pure regions (in terms of class proportion) in the data, we have developed a novel active learning framework that constructs regions in a hierarchical and adaptive way. Hierarchical means that regions are incrementally built into a hierarchical tree, which is done by repeatedly splitting the input space. Adaptive means that our framework can adaptively choose the best heuristic for each of the region splits. Through experiments on numerous datasets we demonstrate that our framework can identify pure regions in very few region queries. Thus our approach is shown to be effective in learning classification models from very limited human feedback.