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In computer vision, the bag-of-visual words image representation has been shown to yield good results. Recent work has shown that modeling the spatial relationship between visual words further improves performance. Previous work extracts higher-order spatial features exhaustively. However, these spatial features are expensive to compute. We propose a novel method that simultaneously performs feature selection and feature extraction. Higher-order spatial features are progressively extracted based on selected lower order ones, thereby avoiding exhaustive computation. The method can be based on any additive feature selection algorithm such as boosting. Experimental results show that the method is computationally much more efficient than previous approaches, without sacrificing accuracy.