Many real-world applications in robotics have to deal with imprecisions and noise when using only a single information source for computation. Therefore making use of additional cues or sensors is often the method of choice. One examples considered in this paper is depth estimation where multiple visual and auditory cues can be combined to increase precision and robustness of the final estimates. Rather than using a weighted average of the individual estimates we use a reward-based learning scheme to adapt to the given relations amongst the cues. This approach has been shown before to mimic the development of near-optimal cue integration in infants and benefits from using few assumptions about the distribution of inputs. We demonstrate that this approach can substantially improve performance in two different depth estimation systems, one auditory and one visual.