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Example-based learning for computer vision can be difficult when a large number of examples to represent each pattern or object class is not available. In such situations, learning from a small number of samples is of practical value. To study this issue, the task of face expression recognition with a small number of training images of each expression is considered. A new technique based on linear programming for both feature selection and classifier training is introduced. A pairwise framework for feature selection, instead of using all classes simultaneously, is presented. Experimental results compare the method with three others: a simplified Bayes classifier, support vector machine, and AdaBoost. Finally, each algorithm is analyzed and a new categorization of these algorithms is given, especially for learning from examples in the small sample case.