The Continuum Hypothesis [0] (which the authors are saying the learning problem is isomorphic [1] to) is not provable from the axioms of set theory. You can add "The Continuum Hypothesis is true" OR "The Continuum Hypothesis is false" to the axioms, and still have consistent mathematics.
[0] Continuum hypothesis is that the set of Integers (0, -1, 1, -2, 2, ...) is infinite but smaller than the set of Reals (Integers + Rationals + Irrationals), and there are no infinite sets with size smaller than the Reals, but larger than the Integers.
[1] not sure of correct term here - the point is that they have shown the problems are the same.