A numerical issue arises when we extend the convolutional neural network (CNN) U-net to the anisotropic magnetostatic field computation. The output magnetic field has a significant gradient with respect to the input geometry parameter, which introduces inevitable errors in the training process to degrade the performance of deep learning (DL). To address this issue, the subset selection approach is utilized to divide the whole database into several subsets, where the samples are assigned according to the gradient between the input and output. Then these subsets with different sample densities are combined into a global one. Taking the uniform dataset with the same sample size as a comparison, the influence of subset selection on DL is investigated by comparing the performance of CNN on different datasets. Numerical experiments illustrate that the adaptive subset selection can be employed to improve the accuracy and efficiency of the CNN network.