In very high resolution (VHR) image classification it is common to use spatial filters to enhance the discrimination among landuses related to similar spectral properties but different spatial characteristics. However, the filters types that can be used are numerous (e.g. textural, morphological, Gabor, wavelets, etc.) and the user must pre-select a family of features, as well as their specific parameters. This results in features spaces that are high dimensional and redundant, thus requiring long and suboptimal feature selection phases. In this paper, we propose to discover the relevant filters as well as their parameters with a sparsity promoting regular-ization and an active set algorithm that iteratively adds to the model the most promising features. This way, we explore the filters/parameters input space efficiently (which is infinitely large for continuous parameters) and construct the optimal filterbank for classification without any other information than the types of filters to be used.