In this paper, we propose a novel semi-supervised feature analyzing framework for multimedia data understanding and apply it to three different applications: image annotation, video concept detection and 3-D motion data analysis. Our method is built upon two advancements of the state of the art: (1) l _{2, 1} -norm regularized feature selection which can jointly select the most relevant features from all the data points. This feature selection approach was shown to be robust and efficient in literature as it considers the correlation between different features jointly when conducting feature selection; (2) manifold learning which analyzes the feature space by exploiting both labeled and unlabeled data. It is a widely used technique to extend many algorithms to semi-supervised scenarios for its capability of leveraging the manifold structure of multimedia data. The proposed method is able to learn a classifier for different applications by selecting the discriminating features closely related to the semantic concepts. The objective function of our method is non-smooth and difficult to solve, so we design an efficient iterative algorithm with fast convergence, thus making it applicable to practical applications. Extensive experiments on image annotation, video concept detection and 3-D motion data analysis are performed on different real-world data sets to demonstrate the effectiveness of our algorithm.