1. A method for active learning using privileged information, the method comprising: receiving, by a processing device, a set of labeled examples and a set of unlabeled examples; for each unlabeled example in the set of unlabeled examples, determining, using the processing device, whether to query at least one of an oracle to obtain a label for the unlabeled example or a teacher to obtain privileged information about the unlabeled example; and outputting, using the processing device, a decision rule based on minimizing a number of queries to the oracle for a label and the teacher for privileged information.