1. An apparatus comprising: at least one processing device comprising a processor coupled to a memory and implementing a security system, the security system comprising: a classifier configured to process information characterizing an event in order to generate a risk score; a data store coupled to the classifier and configured to store feedback relating to an assessment of the risk score by an assessor; and an extractor for extracting implicit feedback from the stored feedback, wherein the implicit feedback describes non-explicit feedback regarding the risk score that does not include an express indication by the assessor of whether the risk score relates to one of a true positive or a false positive, further wherein the implicit feedback relates to one or more attributes of the assessment of the risk score by the assessor; wherein the classifier is configured to utilize the implicit feedback regarding the risk score to learn riskiness of the event and to adjust its operation based on the learned riskiness, such that the risk score generated by the classifier for a future event is based at least in part on the implicit feedback.