Without constructing adjacency graph for neighborhood, we propose a method to learn similarity among sample points of manifold in Laplacian embedding (LE) based on adding constraints of linear reconstruction and least absolute shrinkage and selection operator type minimization. Two algorithms and corresponding analyses are presented to learn similarity for mix-signed and nonnegative data respectively. The similarity learning method is further extended to kernel spaces. The experiments on both synthetic and real world benchmark data sets demonstrate that the proposed LE with new similarity has better visualization and achieves higher accuracy in classification.