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Research has been devoted in the past few years to relevance feedback as an effective solution to improve performance of content-based image retrieval (CBIR). In this paper, we propose a new feedback approach with progressive learning capability combined with a novel method for the feature subspace extraction. The proposed approach is based on a Bayesian classifier and treats positive and negative feedback examples with different strategies. Positive examples are used to estimate a Gaussian distribution that represents the desired images for a given query; while the negative examples are used to modify the ranking of the retrieved candidates. In addition, feature subspace is extracted and updated during the feedback process using a principal component analysis (PCA) technique and based on user's feedback. That is, in addition to reducing the dimensionality of feature spaces, a proper subspace for each type of features is obtained in the feedback process to further improve the retrieval accuracy. Experiments demonstrate that the proposed method increases the retrieval speed, reduces the required memory and improves the retrieval accuracy significantly.