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Dimensionality reduction and incremental learning have recently received broad attention in many applications of data mining, pattern recognition, and information retrieval. Inspired by the concept of manifold learning, many discriminant embedding techniques have been introduced to seek low-dimensional discriminative manifold structure in the high-dimensional space for feature reduction and classification. However, such graph-embedding framework-based subspace methods usually confront two limitations: (1) since there is no available updating rule for local discriminant analysis with the additive data, it is difficult to design incremental learning algorithm and (2) the small sample size (SSS) problem usually occurs if the original data exist in very high-dimensional space. To overcome these problems, this paper devises a supervised learning method, called local discriminant subspace embedding (LDSE), to extract discriminative features. Then, the incremental-mode algorithm, incremental LDSE (ILDSE), is proposed to learn the local discriminant subspace with the newly inserted data, which applies incremental learning extension to the batch LDSE algorithm by employing the idea of singular value-decomposition (SVD) updating algorithm. Furthermore, the SSS problem is avoided in our method for the high-dimensional data and the benchmark incremental learning experiments on face recognition show that ILDSE bears much less computational cost compared with the batch algorithm.