diff --git a/dlib/test/svm.cpp b/dlib/test/svm.cpp
index bf47e99ce..90f0c1389 100644
--- a/dlib/test/svm.cpp
+++ b/dlib/test/svm.cpp
@@ -341,6 +341,11 @@ namespace
         rvm_trainer<kernel_type> rvm_trainer;
         rvm_trainer.set_kernel(kernel_type(gamma));
 
+        svm_pegasos<kernel_type> pegasos_trainer;
+        pegasos_trainer.set_kernel(kernel_type(gamma));
+        pegasos_trainer.set_lambda(0.00001);
+
+
         svm_nu_trainer<kernel_type> trainer;
         trainer.set_kernel(kernel_type(gamma));
         trainer.set_nu(0.05);
@@ -352,14 +357,18 @@ namespace
         print_spinner();
         matrix<scalar_type> rbf_cv = cross_validate_trainer_threaded(rbf_trainer, x,y, 4, 2);
         print_spinner();
+        matrix<scalar_type> peg_cv = cross_validate_trainer_threaded(batch(pegasos_trainer,1.0), x,y, 4, 2);
+        print_spinner();
 
         dlog << LDEBUG << "rvm cv: " << rvm_cv;
         dlog << LDEBUG << "svm cv: " << svm_cv;
         dlog << LDEBUG << "rbf cv: " << rbf_cv;
+        dlog << LDEBUG << "peg cv: " << peg_cv;
 
         DLIB_CASSERT(mean(rvm_cv) > 0.9, rvm_cv);
         DLIB_CASSERT(mean(svm_cv) > 0.9, svm_cv);
         DLIB_CASSERT(mean(rbf_cv) > 0.9, rbf_cv);
+        DLIB_CASSERT(mean(peg_cv) > 0.9, rbf_cv);
 
         const long num_sv = trainer.train(x,y).support_vectors.size();
         print_spinner();