Master / Student programme has a long standing tradition. When the legendary Ruusan Reformation took place, the Jedi Order introduced the law that one Master has only one Student at a time, so that the Master may completely focus on training of one person. This rule has been created, in order to avoid situation that the Master is simply unable to pay enough attention to each of multiple Students, as it might result in some of the Jedi succumbing to the teachings of the dark side of the Force.
However, it is not an uncommon situation to see high ranked military officers and some of exceptionally skilled mercenaries to teach very gifted people in their ways. They want to train them personally, in order to make these people utilize their abilities in the maximum level for benefits of their own or their country.