While machine-type communication (MTC) devices generate massive data, they often cannot process this data due to limited energy and computation power. To this end, edge intelligence has been proposed, which collects distributed data and performs machine learning at the edge. However, this paradigm needs to maximize the learning performance instead of the communication throughput, for which the celebrated water-filling and max-min fairness algorithms become inefficient since they allocate resources merely according to the quality of wireless channels. This paper proposes a learning centric power allocation (LCPA) method, which allocates radio resources based on an empirical classification error model. To get insights into LCPA, an asymptotic optimal solution is derived. The solution shows that the transmit powers are inversely proportional to the channel gain, and scale exponentially with the learning parameters. Experimental results show that the proposed LCPA algorithm significantly outperforms other power allocation algorithms.