samples

Software:
Blender 2.79

By default, in Path Tracing Integrator Mode, Cycles traces one ray randomly between all lights (per each camera – AA sample).
So if some lights in the scene are more important than others this will cause inefficient light sampling.
* Especially if there are a few important lights and many unimportant ones.

Light sampling can be set per light by switching the Integrator Mode to Branched Path Tracing, making sure Sample All Direct Lights is checked, and the setting the number of samples per light in the light parameters.
* The option to set the number of samples at the light parameters is only available in Branched Path Tracing Mode.

Untitled-2

In the example below there are 3 lights.
The light on the right has 64 a samples per AA sample, while the 2 other lights have just 1 sample.

More on Cycles sampling:
https://docs.blender.org/manual/en/dev/render/cycles/settings/scene/render/integrator.html#sampling

Software:
Blender 2.79

A quick Cycles rendering tip:

There are situations in which we need to render an animation with changing lighting complexity, and as a result, parts of the animation need more samples than others to be effectively rendered.
For example when the camera starts it’s movement on the outside in an exterior scene, and moves into an interior space like house or a cave, or a vehicle, in many cases, the exterior part of the animation can be rendered with much less samples than the interior part.

In such cases, rendering the whole animation with the higher sample settings will demand unneeded render time in the simpler parts of the animation.

One possible solution would be to simply render the animation in two separated render jobs with different sampling settings, one for the less demanding part and another for the more complex part and than append the two parts in an editing / compositing software. but that requires more work on the shot, more management etc.

A simple solution is to animate the sample settings in Cycles.
Make tests at different times along the animation to determine how many samples are needed at each part, and key-frame the settings accordingly.

Cycles Light (Shadow) Sampling

Animating the sample settings in Cycles