This is scripts to run RGMNSVM (Reciprocal-Geometric-Margin Norm Support Vector Machine). Run the following scripts:

• run_cv.mlx: 10-fold cross validation
• run_random_foldout.mlx: randomly splitting train and test data
• run_foldout.mlx: randomly splitting train and test data with hyperprameter selection

using data in data directory. Mosek is required.

example.mlx shows a result for synthetic data.