Is there undeniable proof that there were gas chambers, ovens, 6 million dead Jews, etc?

I've run into the argument that you have to be skeptical of everything you've been "taught," so I thought I'd ask historians. What do we know for sure? Could the confessions of those involved be lies? How do you intellectually honestly answer people who allege a hoax of some sort without resorting to, "Shut up, Nazi," ?