Hi @ffernandes,
What does the output table of the Interactive Annotator look like? That is, do you have images in there that do not contain any label?
Also, disable the Add unique segment id as label in the Interactive Annotator, it screws with the training of the classifier and I assume that it is the source of error. If you really need the unique labels, use two Labeling Filters after the Interactive Annotator to include and exclude Segment: *, respectively. Subsequently, you can feed the the output of the one where you have excluded them to the Pixel Classification Model.
Best,
Stefan