1. A method of operating a spam filtering system in a messaging system that includes a message gateway and individual message boxes for users of the system, the method comprising the following operations performed by one or more processors: aggregating personal retraining data used to retrain personal, scoring e-mail classifiers that classify messages delivered to the individual message boxes as spam when a score for the messages exceeds a first threshold for classifying the messages as spam, wherein personal retraining data for an individual message box is based on a user's feedback about the classes of messages in the user's individual message box; determining a difference between a probability measure calculated for a message in the personal retraining data for the individual message box by a global, scoring e-mail classifier and a second threshold for classifying the messages as spam, the second threshold being higher than the first threshold; selecting a subset of the aggregated personal retraining data as global retraining data for retraining the global, scoring e-mail classifier that classifies messages received at a message gateway as spam when the difference exceeds a difference threshold; and retraining the global, scoring e-mail classifier based on the global retraining data so as to adjust which messages are classified as spam.