1. A method of classifying a set of semantic concepts on a second multimedia collection based upon adapting a set of semantic concept classifiers and updating concept affinity relations that were developed to classify the set of semantic concepts for a first multimedia collection, comprising: a) providing the second multimedia collection from a different domain than the first multimedia collection; b) using a processor to automatically classify the semantic concepts from the second multimedia collection by adapting the semantic concept classifiers and updating the concept affinity relations to the second multimedia collection based upon the local smoothness over the concept affinity relations and the local smoothness over data affinity relations; c) wherein the local smoothness over the concept affinity relations includes a function to remain smooth over a weighted affinity graph connecting pairs of the semantic concepts and the weight over a graph edge is the concept affinity relation of the corresponding pair of concepts; and d) wherein the local smoothness over the data affinity relations includes a function to remain smooth over a weighted affinity graph connecting pairs of the multimedia data in the second multimedia collection and the weight over a graph edge is the data affinity relation of the corresponding pairs of multimedia data; e) storing the adapted semantic concept classifiers and the updated concept affinity relations;