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In this paper, we propose a new trainable system for selecting face features from over-complete dictionaries of image measurements. The starting point is an iterative thresholding algorithm which provides sparse solutions to linear systems of equations. Although the proposed methodology is quite general and could be applied to various image classification tasks, we focus here on the case study of face and eyes detection. For our initial representation, we adopt rectangular features in order to allow straightforward comparisons with existing techniques. For computational efficiency and memory saving requirements, instead of implementing the full optimization scheme on tenths of thousands of features, we propose a three-stage architecture which consists of finding first intermediate solutions to smaller size optimization problems, then merging the obtained results, and next applying further selection procedures. The devised system requires the solution of a number of independent problems, and, hence, the necessary computations could be implemented in parallel. Experimental results obtained on both benchmark and newly acquired face and eyes images indicate that our method is a serious competitor to other feature selection schemes recently popularized in computer vision for dealing with problems of real-time object detection. A major advantage of the proposed system is that it performs well even with relatively small training sets.