Abstract: A new method of defining vicinal radius in vicinal risk minimization (VRM) is proposed.For any training vector,according to optimal distance measure method,a distance measure is proposed.Depending on the distance measure,the vector’s nearest neighbour can be found.Then according to the distance between the vector and the vector’s nearest neighbour,a new definition of vicinal radius is proposed.At last,a new VRM algorithm based on previous VRM algorithm is set,and two numerical experiments are given to demonstrate the proposed approach’s correctness and effectiveness.