Data selection methods, such as active learning and core-set selection, improve the data efficiency of machine learning by identifying the most informative data points to label or train on. Across the data selection literature, there are many ways to identify these training examples. However, classical data selection methods are prohibitively expensive to apply in deep learning because of the larger datasets and models. To make these methods tractable, we propose (1) “selection via proxy” (SVP) to avoid expensive training and reduce the computation per example and (2) “similarity search for efficient active learning and search” (SEALS) to reduce the number of examples processed. Both methods lead to order of magnitude performance improvements, making techniques like active learning on billions of unlabeled images practical for the first time.