Tight VC bound for agnostic learning The following result is supposedly known. However, the proofs I am able to find all prove a weaker result with an extra log factor. Where can I find the proof of the tight bound?


  Theorem. Let $\mathcal{H}$ be a class of functions $h : \mathcal{X} \to \{-1,+1\}$ with VC dimension $d&lt;\infty$. Let $\mathcal{D}$ be a distribution on $\mathcal{X} \times \{-1,1\}$ and let $(X_1,Y_1), \cdots, (X_n,Y_n)$ be independent samples from $\mathcal{D}$. Let $\varepsilon,\delta&gt;0$.
  
  If $n \geq O\left(\frac{d+\log(1/\delta)}{\varepsilon^2}\right)$, then $$\mathbb{P}\left[\forall h \in \mathcal{H} ~~\left|\frac{1}{n} \sum_{i=1}^n h(X_i) \cdot Y_i - \underset{(X_*,Y_*) \leftarrow \mathcal{D}}{\mathbb{E}}[h(X_*) \cdot Y_*]\right|\le\varepsilon\right] \ge 1-\delta.$$




The (well-known) connection to agnostic learning is as follows. $\mathcal{H}$ is a class of "hypotheses" and $\mathcal{D}$ is some unknown ground truth distribution on attributes $X \in \mathcal{X}$ and labels $Y \in \{-1,+1\}$. You see $n$ samples from $\mathcal{D}$ and want to be sure that any hypothesis that labels the sample well (i.e. $\frac{1}{n} \sum_{i=1}^n h(X_i) \cdot Y_i$ is large) also labels the ground truth well (i.e. $\underset{(X_*,Y_*) \leftarrow \mathcal{D}}{\mathbb{E}}[h(X_*) \cdot Y_*]$ is also large). The above theorem says that if $n \geq O\left(\frac{\mathsf{VCdim}(\mathcal{H})+\log(1/\delta)}{\varepsilon^2}\right)$ then with probability $\ge 1-\delta$, for all hypotheses the error on the sample and the error on the distribution are within $\varepsilon$.

The proofs that I can find relating VC dimension to uniform convergence all include an extra log factor. That is, they prove a bound of $n \geq O\left(\frac{\mathsf{VCdim}(\mathcal{H}) \cdot \log(\mathsf{VCdim}(\mathcal{H})/\varepsilon)+\log(1/\delta)}{\varepsilon^2}\right)$. This is achieved by applying the Perles-Sauer-Shelah lemma and a clever union bound. For the simple case where $\mathsf{VCdim}(\mathcal{H})=\log|\mathcal{H}|$, this just follows from Hoeffding's inequality and a union bound.

Unfortunately, I haven't been able to find a proof of the tight and general result, despite looking for several hours. Surely someone can point me to the right source!
This was proven in


  M. Talagrand. Sharper bounds for Gaussian and empirical processes. The Annals of Probability, pages 28–76, 1994.


This is mentioned in e.g. this paper (Section 1.1.2), which does a pretty good job (in my opinion) of summarizing the landscape.