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In the past, "active learning" strategies have been proposed for improving the convergence and accuracy of statistical classifiers. However, many of these approaches have large storage requirements or unnecessarily large computational burdens and, therefore, have been impractical for the large-scale databases typically found in remote sensing, especially hyperspectral applications. In this paper, we develop a practical on-line approach with only modest storage requirements. The new approach improves the convergence rate associated with the optimization of adaptive classifiers, especially in high-dimensional remote sensing data. We demonstrate the new approach using PROBE2 hyperspectral imagery and find convergence time improvements of two orders of magnitude in the optimization of land-cover classifiers.