Machine learning. SVM algorithm

The Mathematica Journal has a nice article on SVM's: A Flexible Implementation for Support Vector Machines, with an accompanying notebook and .m file providing an SVM implementation.

As of Version 10 , Mathematica has a built in function Classify, which implements support vector machines and some other common machine learning algorithms.

trainingset = {1 -> "A", 2 -> "A", 3.5 -> "B", 4 -> "B"};
classifier  = Classify[ trainingset, Method -> "SupportVectorMachine"];