We study the problem of computationally efficient proper agnostic learning of multidimensional concept classes under the Gaussian distribution. In this setting, given i.i.d. labeled samples from an unknown distribution over
Rd×{±1} whose marginal on
Rd is Gaussian, the goal is to output a hypothesis from a target class
F whose 0-1 loss is within
ε of that of the best classifier in
F. We give the first efficient proper agnostic learning algorithm for arbitrary Boolean functions of
K halfspaces under Gaussian marginals. Our algorithm runs in time
dO(K2log(1/ε)/ε2)+(K/ε)O(K3/ε2.5). Prior to our work, the only known algorithm for
K≥2 was brute-force search, with run-time exponential in
d. Moreover, the dependence of our run-time on the dimension
d matches that of the best known improper learning algorithm, namely
dO(K2/ε2). For the special case of a single halfspace (
K=1), the best previous run-time was
dO(1/ε4)+(1/ε)O(1/ε6). Our algorithm improves this to
dO(1/ε2)+(1/ε)O(1/ε2.5). Once again, the dependence on
d matches that of the best known improper algorithm, namely
dO(1/ε2). Furthermore, the dependence of our run-time on the dimension
d is essentially optimal in the statistical query model.