In content-based image retrieval context, a classic strategy consists in computing off-line a dictionary of visual features. This visual dictionary is then used to provide a new representation of the data which should ease any task of classification or retrieval. This strategy, based on past research works in text retrieval, is suitable for the context of batch learning, when a large training set can be built either by using a strong prior knowledge of data semantics (like for textual data) or with an expensive off-line pre-computation. Such an approach has major drawbacks in the context of interactive retrieval, where the user iteratively builds the training data set in a semi-supervised approach by providing positive and negative annotations to the system in the relevance feedback loop. The training set is thus built for each retrieval session without any prior knowledge about the concepts of interest for this session. We propose a completely different approach to build the dictionary on-line from features extracted in relevant images. We design the corresponding kernel function, which is learnt during the retrieval session. For each new label, the kernel function is updated with a complexity linear with respect to the size of the database. We propose an efficient active learning strategy for the weakly supervised retrieval method developed in this paper. Moreover this framework allows the combination of features of different types. Experiments are carried out on standard databases, and show that a small dictionary can be dynamically extracted from the features with better performances than a global one.