In medical diagnosis, information about the health state of a patient can often be obtained through different tests, which may perhaps be combined into an overall decision rule. Practically, this leads to several important questions. For example, which test or which subset of tests should be selected, taking into account the effectiveness of individual tests, synergies and redundancies between them, as well as their cost. How to produce an optimal decision rule on the basis of the data given, which typically consists of test results for patients with or without confirmed health condition. To address questions of this kind, we develop an approach that combines (semi-supervised) machine learning methodology with concepts from (cooperative) game theory. Roughly speaking, while the former is responsible for optimally combining single tests into decision rules, the latter is used to judge the influence and importance of individual tests as well as the interaction between them. Our approach is motivated and illustrated by a concrete case study in veterinary medicine, namely the diagnosis of a disease in cats called feline infectious peritonitis.