In the era of multi-messenger astronomy, early classification of photometric alerts from wide-field and high-cadence surveys is a necessity to trigger spectroscopic follow-ups. These classifications are expected to play a key role in identifying potential candidates that might have a corresponding gravitational wave (GW) signature. Machine learning classifiers using features from parametric fitting of light curves are widely deployed by broker software to analyze millions of alerts, but most of these algorithms require as many points in the filter as the number of parameters to produce the fit, which increases the chances of missing a short transient.Moreover, the classifiers are not able to account for the uncertainty in the fits when producing the final score.In this context, we present a novel classification strategy that incorporates data-driven priors for extracting a joint posterior distribution of fit parameters and hence obtaining a distribution of classification scores. We train and test a classifier to identify kilonovae events which originate from binary neutron star mergers or neutron star black hole mergers, among simulations for the Zwicky Transient Facility observations with 19 other non-kilonovae-type events. We demonstrate that our method is able to correctly estimate the uncertainty of misclassification, and the average classification score obtains an AUC score of 0.96 on simulated data. We further show that using this method we can process the entire alert steam in real-time and bring down the sample of probable events to a scale where they can be analyzed by domain experts.