Black hole X-ray binaries show signs of non-thermal emission in the optical/near-infrared range. We analyze the optical/near-infrared SMARTS data on GX339$-$4 over the 2002--2011 period. Using the soft state data, we estimate the interstellar extinction towards the source and characteristic color temperatures of the accretion disk. We show that various spectral states of regular outbursts occupy similar regions on the color-magnitude diagrams, and that transitions between the states proceed along the same tracks despite substantial differences in the observed light curves morphology. We determine the typical duration of the hard-to-soft and soft-to-hard state transitions and the hard state at the decaying stage of the outburst to be one, two and four weeks, respectively. We find that the failed outbursts cannot be easily distinguished from the regular ones at their early stages, but if the source reaches 16 mag in $V$-band, it will transit to the soft state. By subtracting the contribution of the accretion disk, we obtain the spectra of the non-thermal component, which have constant, nearly flat shape during the transitions between the hard and soft states. In contrast to the slowly evolving non-thermal component seen at optical and near-infrared wavelengths, the mid-infrared spectrum is strongly variable on short timescales and sometimes shows a prominent excess with a cutoff below $10^{14}$ Hz. We show that the radio to optical spectrum can be modeled using three components corresponding to the jet, hot flow and irradiated accretion disk.
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