Gesture recognition enables a natural extension of the way we currently interact with devices. Commercially available gesture recognition systems are usually pre-trained and offer no option for customization by the user. In order to improve the user experience, it is desirable to allow end users to define their own gestures. This scenario requires learning from just a few training examples if we want to impose only a light training load on the user. To this end, we propose a gesture classifier based on a hierarchical probabilistic modeling approach. In this framework, high-level features that are shared among different gestures can be extracted from a large labeled data set, yielding a prior distribution for gestures. When learning new types of gestures, the learned shared prior reduces the number of required training examples for individual gestures. To test our approach we collected a gesture database using the Myo sensor bracelet, which is