This is straightforward, except that now the constraints on μ {\displaystyle \mu } are doubly stochastic matrix constraints: ∀ j ∑ i = 1 M μ i j = 1 {\displaystyle \forall j~\sum _{i=1}^{M}\mu _{ij}=1} and ∀ i ∑ j = 1 N μ i j = 1 {\displaystyle \forall i~\sum _{j=1}^{N}\mu _{ij}=1} .
नतिजा तल दिएको सुत्र प्रयोग गरि निकालिन्छ: y = ∑ j = 1 n x j w j + θ {\displaystyle y=\sum _{j=1}^{n}x_{j}w_{j}+\theta }