In this paper, we propose an approach for segmentation of challenging depth images. We first use a semi-automatic segmentation algorithm that only takes a user-defined rectangular area as an input. The quality of the segmentation is very heterogeneous at this stage, and unsufficient to efficiently train a neural network. We thus introduce a learning process that takes this imperfect nature of data into account, by iteratively filtering the dataset to only keep the best segmented images. We show this method improves the neural network's performance by a significant amount.