The Hey Cortana app for Windows 10 Mobile has a new update for the Lumia 930 and Lumia 1520 (but not the Lumia 950 or Lumia 950 XL). The update includes some user interface changes and, more importantly, a new training algorithm that should make learning how to use Hey Cortana better. The new system lets users simply say "Hey Cortana" five times with no example scenarios anymore.
The app also apparently fixes bugs for some users who previously were unable to the training system to work for them. We previously posted a workaround for this issue but it now appears this update makes it unnecessary