Let be independent Rademacher signs. For the set of evaluation vectors
the empirical Rademacher complexity is
For an independent sample ,
For points , let
The shattering coefficient and VC dimension are
Thus a set of points is shattered when every binary labeling occurs on it.
Take any points . For each coordinate , choose a point attaining the largest th coordinate. At most points are chosen, so some point is not among them.
Consider the labeling that assigns to every chosen coordinate maximizer and to . Any lower orthant
containing all the chosen points must have for every , and hence contains as well. This labeling is impossible. No points are shattered, so
This is the VC dimension bound for lower orthants.

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