We introduce a novel approach to incorporating domain knowledge into Support Vector Machines to improve their example efficiency. Domain knowledge is used in an Explanation Based Learning fashion to build justifications or explanations for why the training examples are assigned their given class labels. Explanations bias the large margin classifier through the interaction of training examples and domain knowledge. We develop a new learning algorithm for this Explanation-Augmented SVM (EA-SVM). It naturally extends to imperfect knowledge, a stumbling block to conventional EBL. Experimental results confirm desirable properties predicted by the analysis and demonstrate the approach on three domains.