Proof and Implementation of Algorithmic Realization of Learning Using Privileged Information (LUPI) Paradigm: SVM+

Vapnik et al. recently introduced a new learning paradigm called Learning Using Privileged Information (LUPI). In this paradigm, along with standard training data, the teacher provides the student privileged (additional) information, yet not available at test time. The paradigm is realized by implementation of SVM+ algorithm. In this report, we give the proof of the SVM+ algorithm and show implementation details in MATLAB quadratic programming (quadprog()) function provided by the optimization toolbox. This allows us to obtain a vector ~x that minimizes the quadratic function.