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The features used in many image analysis-based applications are frequently of very high dimension. Feature extraction offers several advantages in high-dimensional cases, and many recent studies have used multi-task feature extraction approaches, which often outperform single-task feature extraction approaches. However, most of these methods are limited in that they only consider data represented by a single type of feature, even though features usually represent images from multiple modalities. We, therefore, propose a novel large margin multi-modal multi-task feature extraction (LM3FE) framework for handling multi-modal features for image classification. In particular, LM3FE simultaneously learns the feature extraction matrix for each modality and the modality combination coefficients. In this way, LM3FE not only handles correlated and noisy features, but also utilizes the complementarity of different …