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Previous semi-supervised learning (SSL) techniques usually assume unlabeled data are relevant to the target task. That is, they follow the same distribution as the targeted labeled data. In this paper, we address a different and very difficult scenario in SSL, where the unlabeled data may be a mixture of data relevant or irrelevant to the target binary classification task. In our framework, we do not require explicitly prior knowledge on the relatedness of the unlabeled data to the target data. In order to alleviate the effect of the irrelevant unlabeled data and utilize the implicit knowledge among all available data, we develop a novel maximum margin classifier, named the tri-class support vector machine (3C-SVM), to seek an inductive rule to separate the target binary classification task well while finding out the irrelevant data by-product. To attain this goal, we introduce a new min loss function, which can relieve the impact of the irrelevant data while relying more on the labeled data and the relevant unlabeled data. This loss function can therefore achieve the maximum entropy principle. The 3C-SVM can then generalize standard SVMs, Semi-supervised SVMs, and SVMs learned from the universum as its special cases. We further analyze the property of 3C-SVM on why the irrelevant data can help to improve the model performance. For implementation, we make relaxation and approximate the objective by the convex-concave procedure, which turns the original optimization from integral programming problem to a problem by just solving a finite number of quadratic programming problems. Empirical results are reported to demonstrate the advantages of our 3C-SVM model.