Machine learning has emerged as a promising paradigm for enabling connected, automated vehicles to autonomously cruise the streets and react to unexpected situations. A key challenge, however, is to collect and select real-time and reliable information for the correct classification of unexpected, and often rare, situations that may happen on the road. Indeed, the data generated by vehicles, or received from neighboring vehicles, may be affected by errors or have different levels of resolution and freshness. To tackle this challenge, we propose an active learning framework that, leveraging the information collected through onboard sensors as well as received from other vehicles, effectively deals with scarce and noisy data. In particular, given the available information, our solution selects the data to add to the training set by trading off between two essential features, namely, quality and diversity. The results, obtained using real-world data sets, show that the proposed method significantly outperforms state-of-the-art solutions, providing high classification accuracy at the cost of a limited bandwidth requirement for the data exchange between vehicles.