Abstract: We study the problem of agnostically learning halfspaces under the Gaussian distribution. Our main result is the {\em first proper} learning algorithm for this problem whose running time qualitatively matches that of the best known improper agnostic learner. Building on this result, we also obtain the first proper polynomial time approximation scheme (PTAS) for agnostically learning homogeneous halfspaces. Our techniques naturally extend to agnostically learning linear models with respect to other activation functions, yielding the first proper agnostic algorithm for ReLU regression.