In the early of 1960s the theory of machine learning based on the databegan to be studied. It had not been well developed until Vanpik et al completed Statistical Learning Theory (SLT) and proposed a new general and efficient machine learning algorithm.Support Vector Machines (SVMs) in the 1990s. The concept of capacity control of a learning machine plays an important role in the SLT. It is necessary for a learning machine to achieve a good balance between theempirical risk and capacity control o...