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''Vapnik–Červonenkis class''

Let  $  S $
be a set,  $  {\mathcal C} $
a collection of subsets of  $  S $
and  $  F $
a finite subset of  $  S $. 
Then  $  {\mathcal C} $
is said to shatter  $  F $
if for every subset  $  A $
of  $  F $
there is a set  $  C $
in  $  {\mathcal C} $
with  $  A = C \cap F $. 
If there is a largest, finite  $  k $
such that  $  {\mathcal C} $
shatters at least one set of cardinality  $  k $, 
then  $  {\mathcal C} $
is called a Vapnik–Chervonenkis class, or VC class, of sets and  $  S ( {\mathcal C} ) = k $
its Vapnik–Chervonenkis index.

Let  $  \Delta  ^  {\mathcal C}  ( F ) $
be the number of different sets  $  C \cap F $
for  $  C \in {\mathcal C} $. 
Let  $  m  ^  {\mathcal C}  ( n ) $
be the maximum of  $  \Delta  ^  {\mathcal C}  ( F ) $
over all sets  $  F $
of cardinality  $  n $. 
Thus,  $  {\mathcal C} $
is a Vapnik–Chervonenkis class if and only if  $  m  ^  {\mathcal C}  ( n ) < 2  ^ {n} $
for some finite  $  n $, 
and then for all  $  n > S ( {\mathcal C} ) $. 
Sauer's lemma says that

$$ 
m  ^  {\mathcal C}  ( n ) \leq  \sum _ {j = 0 } ^ { {S }  ( {\mathcal C} ) } \left ( \begin{array}{c}
n \\
 j 
\end{array}
 \right ) .
$$

Thus,  $  m  ^  {\mathcal C}  ( n ) $
is either always  $  2  ^ {n} $
or, for a Vapnik–Chervonenkis class  $  {\mathcal C} $, 
it is bounded above by a polynomial in  $  n $
of degree  $  S ( {\mathcal C} ) $. 
(This is the so-called Vapnik–Chervonenkis property: if  $  m  ^  {\mathcal C}  ( n ) < 2  ^ {n} $
for large  $  n $, 
then  $  m  ^  {\mathcal C}  ( n ) $
is bounded by a polynomial.)

Vapnik–Chervonenkis classes have turned out to be useful in computer science (learning theory [[#References|[a1]]]), [[Probability theory|probability theory]] and [[Mathematical statistics|mathematical statistics]] [[#References|[a6]]], because certain probability limit theorems hold uniformly over them under suitable measurability conditions. One such sufficient measurability condition is that there exist a  $  \sigma $-
algebra  $  {\mathcal S} $
of subsets of  $  S $, 
including  $  {\mathcal C} $, 
and a mapping  $  Y $
from a complete separable [[Metric space|metric space]]  $  U $
onto  $  {\mathcal C} $
such that the set of pairs  $  ( x,u ) $
with  $  x \in Y ( u ) $
is product-measurable in  $  S \times U $. 
A VC class  $  {\mathcal C} $
satisfying this last condition is called a VCM class. While VC, but not VCM, classes can be shown to exist using the [[Axiom of choice|axiom of choice]], the VC classes usually encountered in applications are VCM.

Let  $  {\mathsf P} $
be a probability measure on  $  ( S, {\mathcal S} ) $
and let  $  X _ {1} ,X _ {2} , \dots $
be independent coordinates with distribution  $  {\mathsf P} $, 
specifically, on a countable Cartesian product of copies of  $  ( S, {\mathcal S}, {\mathsf P} ) $. 
Let  $  {\mathsf P} _ {n} $
be the sum of the point masses  $  {1 / n } $
at  $  X _ {i} $
for  $  i = 1 \dots n $; 
it is called an empirical measure for  $  {\mathsf P} $(
cf. also [[Empirical process|Empirical process]]). Then the [[Law of large numbers|law of large numbers]] for empirical measures holds uniformly over any VCM class  $  {\mathcal C} $, 
meaning that the supremum for  $  C \in {\mathcal C} $
of  $  | {( {\mathsf P} _ {n} - {\mathsf P} ) ( C ) } | $
approaches zero almost surely as  $  n $
becomes large [[#References|[a7]]]. This can be improved to a uniform [[Law of the iterated logarithm|law of the iterated logarithm]], meaning that for any VCM class  $  {\mathcal C} $, 
with probability  $  1 $,

$$ 
{\lim\limits }  \sup  _ {n \rightarrow \infty } n ^ {1/2 }  \sup  _ {C \in {\mathcal C} } {
\frac{\left | {( {\mathsf P} _ {n} - {\mathsf P} ) ( C ) } \right | }{( 2 { \mathop{\rm log} } { \mathop{\rm log} } n ) ^ {1/2 } }
 } =
$$

$$ 
= 
 \sup  _ {A \in {\mathcal C} } ( {\mathsf P} ( A ) ( 1 - {\mathsf P} ( A ) ) ) ^ {1/2 } .
$$

Moreover, a [[Central limit theorem|central limit theorem]] holds uniformly: if  $  {\mathcal C} $
is any VCM class, and  $  G _  {\mathsf P}  $
assigns to sets in  $  {\mathcal C} $
jointly normal (Gaussian) random variables with mean zero and covariances  $  {\mathsf E} G _  {\mathsf P}  ( A ) G _  {\mathsf P}  ( B ) = {\mathsf P} ( A \cap B ) - {\mathsf P} ( A ) P ( B ) $, 
then for any  $  \epsilon > 0 $
there is a sufficiently large  $  m $
such that for every  $  n \geq  m $, 
there exists a  $  G _  {\mathsf P}  $
with

$$ 
 \sup  _ {A \in {\mathcal C} } \left | {n ^ {1/2 } ( {\mathsf P} _ {n} - {\mathsf P} ) ( A ) - G _  {\mathsf P}  ( A ) } \right | < \epsilon
$$

on an event with probability at least  $  1 - \epsilon $. 
For the uniform central limit theorem to hold for each probability measure  $  {\mathsf P} $
on  $  ( S, {\mathcal S} ) $, 
the VC property is also necessary.

VC classes can be generated as follows. Let  $  V $
be a  $  k $-
dimensional [[Vector space|vector space]] of real-valued functions on  $  S $. 
For each  $  f \in V $, 
let  $  { \mathop{\rm pos} } ( f ) $
be the set where  $  f > 0 $. 
Then the class  $  {\mathcal C} $
of all sets  $  { \mathop{\rm pos} } ( f ) $
for  $  f \in V $
is a VC class with  $  S ( {\mathcal C} ) = k $. 
For example, the set of all ellipsoids in a Euclidean space  $  \mathbf R  ^ {d} $
is a VCM class for each  $  d $. 
Also, let  $  {\mathcal C} $
be a VC class and  $  m $
a finite integer. Let  $  {\mathcal D} $
be the union of all Boolean algebras of sets (cf. [[Boolean algebra|Boolean algebra]]), each generated by at most  $  m $
sets in  $  {\mathcal C} $. 
Then  $  {\mathcal D} $
is a VC class. For example, the set of all convex polytopes with at most  $  m $
faces in  $  \mathbf R  ^ {d} $
is a VC class for each  $  m $
and  $  d $. 
Classes of projections of positivity sets of polynomials of bounded degree, and some other related classes, are also VC [[#References|[a4]]].

The class of all finite sets in  $  \mathbf R  ^ {d} $
and the class of all closed convex sets are not VC classes.

The notion of VC class extends in different ways to a class  $  {\mathcal F} $
of real functions on  $  S $. 
The subgraph of a function  $  f $
is the set

$$ 
\left \{ {( s,x ) } : {0 \leq  x \leq  f ( s )  \textrm{ or  }  f ( s ) \leq  x \leq  0 } \right \}
$$

in  $  S \times \mathbf R $. 
Then  $  {\mathcal F} $
is called a VC subgraph class if the collection of all subgraphs of functions in  $  {\mathcal F} $
is a VC class in  $  S \times \mathbf R $; 
it is called a VC major class if the class of all sets  $  \{ {s \in S } : {f ( s ) > x } \} $
for  $  f \in {\mathcal F} $
and real  $  x $
is a VC class in  $  S $.

The above probability limit theorems extend to these and larger classes of functions, with suitable measurability and boundedness. Neither the VC subgraph nor VC major property implies the other. For a uniformly bounded, suitably measurable family of functions, the uniform central limit property for all  $  {\mathsf P} $
appears not to be equivalent to any VC-type combinatorial property.

For a probability measure  $  {\mathsf P} $
and two events  $  A,B $, 
let  $  d _ {1, {\mathsf P} }  ( A,B ) = {\mathsf E} | {1 _ {A} - 1 _ {B} } | $. 
For a totally bounded metric space  $  ( T,d ) $
and  $  \epsilon > 0 $, 
let  $  D ( \epsilon,T,d ) $
be the maximum number of points of  $  T $
all at distance at least  $  \epsilon $
from each other. For any  $  m $
there is a  $  K _ {m} < \infty $
such that for every VCM class  $  {\mathcal C} $
with  $  S ( {\mathcal C} ) = m $
and any  $  {\mathsf P} $,

$$ 
D ( \epsilon, {\mathcal C},d _ {1, {\mathsf P} }  ) \leq  K _ {m} \epsilon ^ {- m } ,
$$

[[#References|[a3]]]. There is a universal constant  $  K $
such that for every VCM class  $  {\mathcal C} $
and any  $  M < \infty $,

$$ 
{ \mathop{\rm Pr} } \left \{  \sup  _ {A \in {\mathcal C} } \left | {( {\mathsf P} _ {n} - {\mathsf P} ) ( A ) } \right | > M \right \} \leq 
$$

$$ 
\leq  
KM ^ {2S ( {\mathcal C} ) - 1 } { \mathop{\rm exp} } ( - 2M  ^ {2} ) ,
$$

[[#References|[a5]]].

Every VC class is included in a maximal class with the same VC index. If  $  {\mathcal C} $
is a maximal VC class of index  $  1 $, 
then for any  $  A \in {\mathcal C} $
the set of symmetric differences  $  ( B \setminus  A ) \cup ( A \setminus  B ) $
for  $  B \in {\mathcal C} $
has a tree-like partial ordering by inclusion, and conversely, such an ordering implies  $  S ( {\mathcal C} ) = 1 $[[#References|[a2]]]. For index greater than  $  1 $
no such structure is known (1996).

A general reference on VC classes of sets and functions, also from the viewpoint of probability and statistics, is [[#References|[a6]]], Sect. 2.6.

====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  A. Blumer,   A. Ehrenfeucht,   D. Haussler,   M.K. Warmuth,   "Learnability and the Vapnik–Chervonenkis dimension"  ''JACM'' , '''6'''  (1989)  pp. 929–965</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  R.M. Dudley,   "The structure of some Vapnik–Červonenkis classes" , ''Proc. Berkeley Conf.in honor of J. Neyman and J. Kiefer'' , '''2''' , Wadsworth  (1985)  pp. 495–508</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top">  D. Haussler,   "Sphere packing numbers for subsets of the Boolean <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/v/v110/v110020/v110020141.png" />-cube with bounded Vapnik–Chervonenkis dimension"  ''J. Combin. Th. A'' , '''69'''  (1995)  pp. 217–232</TD></TR><TR><TD valign="top">[a4]</TD> <TD valign="top">  G. Stengle,   J. Yukich,   "Some new Vapnik–Chervonenkis classes"  ''Ann. Statist.'' , '''17'''  (1989)  pp. 1441–1446</TD></TR><TR><TD valign="top">[a5]</TD> <TD valign="top">  M. Talagrand,   "Sharper bounds for Gaussian and empirical processes"  ''Ann. Probab.'' , '''22'''  (1994)  pp. 28–76</TD></TR><TR><TD valign="top">[a6]</TD> <TD valign="top">  A. van der Vaart,   J. Wellner,   "Weak convergence and empirical processes" , Springer  (1996)</TD></TR><TR><TD valign="top">[a7]</TD> <TD valign="top">  V.N. Vapnik,   A.Ya. Červonenkis,   "On the uniform convergence of frequencies of occurrence of events to their probabilities"  ''Th. Probab. Appl.'' , '''16'''  (1971)  pp. 264–280</TD></TR><TR><TD valign="top">[a8]</TD> <TD valign="top">  R.M. Dudley,   "Central limit theorems for empirical measures"  ''Ann. of Probab.'' , '''6'''  (1978)  pp. 899–929</TD></TR><TR><TD valign="top">[a9]</TD> <TD valign="top">  R.M. Dudley,   "Universal Donsker classes and metric entropy"  ''Ann. of Probab.'' , '''15'''  (1987)  pp. 1306–1326</TD></TR><TR><TD valign="top">[a10]</TD> <TD valign="top">  D. Pollard,   "Convergence of stochastic processes" , Springer  (1984)</TD></TR></table>