Robust Gaussian Processes via Relevance Pursuit

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian noise, while many real-world applications are subject to non-Gaussian corruptions. Variants of GPs that are more robust to alternative noise models have been proposed, and entail significant trade-offs between accuracy and robustness, and between computational requirements and theoretical guarantees. In this work, we propose and study a GP model that achieves robustness against sparse outliers by inferring data-point-specific noise levels with a sequential selection procedure maximizing the log marginal likelihood that we refer to as relevance pursuit. We show, surprisingly, that the model can be parameterized such that the associated log marginal likelihood is strongly concave in the data-point-specific noise variances, a property rarely found in either robust regression objectives or GP marginal likelihoods. This in turn implies the weak submodularity of the corresponding subset selection problem, and thereby proves approximation guarantees for the proposed algorithm. We compare the model's performance relative to other approaches on diverse regression and Bayesian optimization tasks, including the challenging but common setting of sparse corruptions of the labels within or close to the function range.

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Peer review

Reviewer geQY7/10 · confidence 4/52024-07-02

Summary

This work proposes a new way to perform heteroskedastic regression using Gaussian processes via data-point-specific noise levels. These noise levels are inferred using a sequential selection procedure maximizing the log-marginal likelihood. The authors show that under a specific parametrization the log-marginal likelihood is strongly concave in the noise variances and give approximation guarantees for their proposed algorithm. Experiments on regression and Bayesian optimization tasks demonstrate the benefits of this approach.

Strengths

Making Gaussian processes robust to some degree of model misspecification is a worthwhile goal and this paper provides a nice addition to the existing toolbox of methods. The paper is well-written and presents largely well-executed experiments for regression and Bayesian optimization. In particular, in tasks where Bayesian optimization is applied, it seems plausible that outliers appear in the way they are synthetically generated in the evaluation. I also appreciated that the authors submitted their code.

Weaknesses

### Theory While correct as far as I can tell, I question the value of the theoretical result, if in practice you optimize the hyperparameters of the covariance function and $\rho$ jointly. Is there reason to believe, that the convexity in $\rho$ for fixed hyperparameters is beneficial given this choice? It would be informative to see an experiment that compares the non-convex parametrization to the convex one where all hyperparameters are optimized jointly. If the convex parametrization improves convergence, this would suggest that convexity is beneficial even when optimizing all hyperparameters jointly. ### Related Work Even though this is quite recent work, I would have liked to see a discussion of Altamirano et al. (2024) in the related work section. They introduce data-point-specific observation noise based on a generalized Bayesian inference perspective. I think a comparison to their approach in the experiments would improve the paper, but I would not expect this given the recency of the work. - Altamirano, Matias, Francois-Xavier Briol, and Jeremias Knoblauch. "Robust and Conjugate Gaussian Process Regression." International Conference on Machine Learning (ICML), 2024. URL: https://arxiv.org/abs/2311.00463 ### Experiments As the authors laudably acknowledge, the fit times were 100x slower (see Figure 8) than the simple baseline approaches. How does that impact the Bayesian optimization results if plotted as a function of wall-clock time? It seems that eventually some of the other approaches catch up to your method. If the fit time is 100x that of the baseline approaches, the reward curves might look different if plotted as a function of wall-clock time. Or is there an implicit assumption that each evaluation is significantly more expensive than fitting the GP? The experiments on regression problems could be expanded in my opinion, e.g. with benchmark datasets from the UCI repository. The test problems that were considered are arguably designed to test optimization algorithms (hence their usage in BO). From looking at the code the "real-world problems" in Section 6 have synthetically generated corruptions. I think the paper could be made stronger if there were at least one experiment where the corruption is not synthetically generated, but simply part of the observation process. ### Other Weaknesses and Improvements - Almost all plots are way too small and barely readable. If you reformat these, then I am willing to raise my "Presentation" score. - Link to the proofs in the appendix after each theoretical result, otherwise they are hard to find. - When you reference details in the appendix, link to the appropriate section (e.g. line 286). - Citations in lines 32 to 34 for the methods that are referenced are missing - Typos (l.211, l. 286, l. 362)

Questions

- Is your assumption about the data corruption different from Huber's $\varepsilon$-contamination model (see e.g. https://arxiv.org/pdf/1511.04144) or is it identical? Equation 2 suggests they are different, but the text and experiments often refer to only a fraction of the data being corrupted (e.g. in Section 4.3 and Section 6). - How does your approach compare to a vanilla GP on a dataset with no corruption? Does it "fail gracefully"? - Do you see better performance when *jointly* optimizing the hyperparameters for the convex reparametrization of the data-point-specific noise variances than if not reparametrizing? - How did you set the schedule to test data points for being outliers in the experiments (c.f. lines 182-184)?

Rating

7

Confidence

4

Soundness

3

Presentation

3

Contribution

3

Limitations

I would have liked to see a bit more discussion on the limitations of the approach in Section 7. For example, the fact that the theoretical result does not apply when jointly optimizing the hyperparameters as is the case in the experiments, and a discussion of the wall-clock runtime.

Reviewer aaaZ7/10 · confidence 4/52024-07-09

Summary

The paper proposes a robust Gaussian Process regression by inferring data-point-specific noise levels with a sequential selection procedure maximising the log marginal likelihood. The authors show the good performance of their method in a mix of synthetic and real-world regression tasks, including Bayesian optimisation.

Strengths

The paper is well-written and easy to follow. The method is clearly motivated and presented, with a good amount of related work discussed. The authors address a problem—robust regression in the context of Gaussian processes—of sufficiently broad interest to merit publication. The authors also provide a theoretical analysis to support their method.

Weaknesses

In my opinion, the weakest part of the paper is the regression problems in the experiment section. It only benchmarks against two test functions, one of which is not a standard benchmark for regression; I would like to see more standard UCI benchmarks. Additionally, the proposed method does not clearly outperform other methods, particularly in the Hartmann6 test, where adaptive Winsorization outperforms RGP-RP. The authors do not discuss the results of the regression problems, so a discussion providing guidelines on the cases where the proposed method will perform better is needed. Finally, the authors claim their method "permits fast and robust inference"; however, in Appendix D.1, the method is slower than the Student-t GP for the Hartmann6. It would be useful if the authors discussed this in the main paper.

Questions

- What's the difference between RGP-RP and RGP-RP* in the experiment section? - What's the schedule $\mathcal{K}$ selected for the experiments? How does this affect the performance and fitting time of the method? - While the Friedman and Hartmann6 test functions are well-known, the authors should provide a reference for these functions. - Why use Hartmann6 as a test function for regression? Hartmann6 is typically used to test optimisation due to its properties. Why not use standard UCI benchmarks? - Do the authors know why the student-t GP performs so poorly in the Hartmann6 function, even when the noise comes from a student-t distribution?

Rating

7

Confidence

4

Soundness

3

Presentation

3

Contribution

3

Limitations

No obvious negative societal impact

Reviewer CPiv7/10 · confidence 5/52024-07-12

Summary

The authors propose a robust Gaussian process model in the sparse heteroscedastic noise setting. Orthogonal Matching Pursuit- like algorithm is proposed to infer data point specific noise levels. The negative log marginal likelihood function to be optimized is claimed to be strongly convex by reparametrizing the additive noise levels. The method is validated on synthetic as well as real-world experiments.

Strengths

1. The authors formulated a convex $\mathcal{L}$ in the Gaussian process regression model by reparametrizing the noise levels, which is very desirable for optimization perspective. The representation of the paper is good, however, I found the section 4.3 difficult to follow. 2. The relevance pursuit is a novel approach to the heteroscedastic noise case of robust GP regression.

Weaknesses

1. Much more work on heavy tailed outliers is done. So, more references and discussion need to be added in related work. Kersting et. al. 2007 proposed GPs for heteroscedastic noise setting. They also learned the homoscedastic part of the variance aiming to learn the remaining part using a second GP. The work is related and at least needs a mention. It would have been nice to see comparison with this model. 2. While this work employs greedy algorithms for GPs, it is not the first to do so, so I would not consider it exceptionally novel. 3. The experimentation is adequate but less discussed. Ref: Most Likely Heteroscedastic Gaussian Process Regression Minor corrections: 1. Consider adding references for these three categories on line 34. No reference is given for down weighting procedures even in related work. 2. Figure 1 and 2 are not discussed at all. What regression example? 3. broken line 150 4. unclosed braces figure 3 5. no need of repeating the abbreviation RIP on line 200 6. Broken line 264 7. Is the x axis of right figure in Figure 4 percentage of corruptions or probability? 8. Different notations need to be used for $\delta$ on lines 67 and 112.

Questions

1. Why Matern kernel was chosen in one of the baselines? 2. What is the difference between RGP-RP*-BW and RGP-RP-BW. I see that the former is canonical one. What is the difference between canonical and non-canonical reparameterization of $\mathbf{s}$? 3. What is $\mathbf{K}_{0}$ on line 218?

Rating

7

Confidence

5

Soundness

2

Presentation

3

Contribution

2

Limitations

Limitations are discussed as I hoped they would be.

Authorsrebuttal2024-08-13

Results for Suggested Benchmarks

Thank you again for your suggestions. We present the additional results you suggested below and hope that this will allow you to fully recommend our work for acceptance. **Summary** We added additional variational GP models with Laplace and Huber likelihoods, and translated the Matlab code of the "projection statistics" of Algikar et.al., 2023 ([Github](https://github.com/apooja1/GP-Huber/tree/main)) to PyTorch. We then combined the projection-statistics-based weighting of the Huber loss with a variational GP (referred to as `Huber-Projection` ) to get as close as possible to a direct comparison to Algikar et.al., 2023 without access to a Matlab license. ## Additional Benchmark Results with 15% Corruptions (Negative Log Likelihood) The following results include the Friedman 10 function used in Algikar et.al., 2023, and the UCI CA Housing data set, which - according to UCI - is a replacement for the deprecated UCI Boston Housing data, which was used in Algikar et.al., 2023. In summary, for a sparse 15% of corrupted observations, Relevance Pursuit is able to almost uniformly achieve better predictive negative log likelihoods (NLL) for the datasets and outlier distributions we consider, the only exception being the CA Housing data, where the standard GP performs surprisingly well in terms of NLL, but not in terms of RMSE. | Data | Standard | Relevance Pursuit | Student-t | Laplace | Huber | Huber + Projection | | --- | --- | --- | --- | --- | --- | --- | friedman5 + uniform | 2.07e+00 (4.88e-02) | **-1.35e+00 (7.22e-02)** | 4.67e-01 (3.00e-01) | 8.88e-01 (1.01e-01) | 8.29e-01 (9.14e-02) | 8.88e-01 (1.08e-01) friedman5 + constant | 4.28e+00 (2.25e-02) | **-1.13e+00 (1.82e-02)** | 8.24e-01 (3.17e-01) | 2.28e+00 (2.63e-02) | 2.34e+00 (3.13e-02) | 2.34e+00 (3.13e-02) friedman5 + student-t | 3.42e+00 (1.34e-01) | **-1.11e+00 (1.04e-01)** | 1.78e-02 (2.86e-01) | 1.55e+00 (1.14e-01) | 1.66e+00 (1.11e-01) | 1.59e+00 (1.10e-01) friedman5 + laplace | 3.55e+00 (7.84e-02) | **-1.22e+00 (5.89e-02)** | 3.47e-01 (3.13e-01) | 1.75e+00 (8.46e-02) | 1.90e+00 (7.36e-02) | 1.90e+00 (7.36e-02) friedman10 + uniform | 1.86e+00 (3.04e-02) | **-1.82e+00 (3.97e-02)** | 6.78e-02 (3.85e-01) | 9.20e-01 (1.99e-01) | 9.39e-01 (2.01e-01) | 7.65e-01 (1.80e-01) friedman10 + constant | 4.21e+00 (1.39e-02) | **-1.27e+00 (1.10e-02)** | 8.85e-01 (3.79e-01) | 2.20e+00 (1.45e-02) | 2.23e+00 (1.54e-02) | 2.23e+00 (1.54e-02) friedman10 + student-t | 3.34e+00 (1.24e-01) | **-1.40e+00 (1.17e-01)** | -6.80e-02 (3.65e-01) | 1.96e+00 (1.25e-01) | 1.95e+00 (1.23e-01) | 1.96e+00 (1.22e-01) friedman10 + laplace | 3.46e+00 (6.68e-02) | **-1.44e+00 (5.91e-02)** | 4.89e-01 (3.94e-01) | 2.13e+00 (6.35e-02) | 2.21e+00 (2.01e-02) | 2.21e+00 (2.01e-02) yacht_hydrodynamics + uniform | 3.45e+00 (1.42e-01) | **2.37e+00 (2.79e-01)** | 1.18e+02 (1.06e+01) | 7.07e+01 (5.17e+00) | 7.46e+01 (5.38e+00) | 1.89e+02 (1.64e+01) yacht_hydrodynamics + constant | 5.29e+00 (1.70e-01) | **1.79e+00 (2.43e-01)** | 7.16e+01 (7.68e+00) | 2.32e+01 (1.59e+00) | 1.95e+01 (1.12e+00) | 3.89e+01 (3.46e+00) yacht_hydrodynamics + student-t | 4.46e+00 (3.08e-01) | **2.42e+00 (3.38e-01)** | 1.32e+02 (1.05e+01) | 8.20e+01 (5.07e+00) | 8.13e+01 (5.17e+00) | 1.55e+02 (1.38e+01) yacht_hydrodynamics + laplace | 4.35e+00 (2.88e-01) | **2.27e+00 (3.71e-01)** | 1.14e+02 (9.86e+00) | 6.85e+01 (4.72e+00) | 6.12e+01 (3.87e+00) | 1.17e+02 (8.89e+00) california_housing + uniform | **3.14e+00 (1.44e-01)** | **2.92e+00 (2.06e-01)** | 5.85e+01 (9.59e-01) | 6.77e+01 (2.41e+00) | 6.69e+01 (1.94e+00) | 8.94e+01 (2.45e+01) california_housing + constant | **3.57e+00 (2.26e-01)** | 4.51e+00 (2.11e-01) | 4.02e+01 (1.59e+00) | 1.83e+01 (6.58e-01) | 1.75e+01 (7.03e-01) | 2.18e+01 (4.19e+00) california_housing + student-t | **1.77e+00 (6.65e-02)** | 3.15e+00 (1.67e-01) | 5.95e+01 (1.44e+00) | 5.20e+01 (2.19e+00) | 4.95e+01 (1.75e+00) | 6.90e+01 (2.02e+01) california_housing + laplace | **1.61e+00 (4.21e-02)** | 3.51e+00 (1.93e-01) | 5.60e+01 (1.58e+00) | 4.23e+01 (1.72e+00) | 4.06e+01 (1.47e+00) | 5.62e+01 (1.66e+01) ## RMSE RP performs uniformly better w.r.t. RMSE, we only include CA Housing here due to space limitations. | Data | Standard | Relevance Pursuit | Student-t | Laplace | Huber | Huber + Projection | | --- | --- | --- | --- | --- | --- | --- | california_housing + uniform | **7.10e-01 (7.58e-03)** | 7.39e-01 (1.75e-02) | 1.16e+00 (1.79e-03) | 1.17e+00 (3.04e-03) | 1.17e+00 (2.93e-03) | 1.18e+00 (6.17e-03) california_housing + constant | 2.28e+00 (5.12e-02) | **6.35e-01 (4.38e-03)** | 1.17e+00 (2.39e-03) | 1.16e+00 (1.87e-03) | 1.16e+00 (1.88e-03) | 1.17e+00 (5.51e-03) california_housing + student-t | 1.34e+00 (1.68e-01) | **6.56e-01 (5.46e-03)** | 1.18e+00 (3.56e-03) | 1.19e+00 (4.13e-03) | 1.18e+00 (3.83e-03) | 1.19e+00 (6.74e-03) california_housing + laplace | 1.00e+00 (5.04e-02) | **6.51e-01 (4.71e-03)** | 1.18e+00 (3.41e-03) | 1.18e+00 (3.91e-03) | 1.18e+00 (3.67e-03) | 1.18e+00 (6.30e-03)

Authorsrebuttal2024-08-13

Results for uniformly heavier-tailed noise

**We highlight the main limitation** of Relevance Pursuit versus the additional baselines: if 100% of the data points are subject to heavy-tailed noise, the methods based on uniformly heavy-tailed likelihoods, including `Huber + Projection` will perform best, as the following results demonstrate, similar to the setup in Table 1 of Algikar et.al., 2023. # 100% Laplace Noise ## RMSE | Data | Standard | Relevance Pursuit | Student-t | Laplace | Huber | Huber + Projection | | --- | --- | --- | --- | --- | --- | --- | neal + laplace | 1.51e+00 (1.06e-01) | 2.40e+00 (2.72e-01) | **1.16e+00 (9.18e-02)** | **1.12e+00 (9.90e-02)** | **1.12e+00 (9.80e-02)** | **1.12e+00 (9.80e-02)** friedman5 + laplace | 1.39e+01 (5.95e-01) | 1.37e+01 (6.36e-01) | 8.33e+00 (3.69e-01) | **7.34e+00 (3.50e-01)** | **7.40e+00 (3.45e-01)** | **7.40e+00 (3.45e-01)** friedman10 + laplace | 1.30e+01 (3.77e-01) | 1.27e+01 (3.99e-01) | 7.24e+00 (1.99e-01) | **6.07e+00 (1.91e-01)** | **6.26e+00 (1.71e-01)** | **6.26e+00 (1.71e-01)** yacht_hydrodynamics + laplace | 2.57e+01 (1.17e+00) | 4.75e+01 (3.51e+00) | **1.64e+01 (3.18e-01)** | **1.61e+01 (2.52e-01)** | **1.62e+01 (2.60e-01)** | **1.67e+01 (3.55e-01)** california_housing + laplace | 1.57e+00 (8.25e-02) | 2.06e+00 (1.44e-01) | **1.21e+00 (1.08e-02)** | **1.20e+00 (9.39e-03)** | **1.20e+00 (9.69e-03)** | 1.23e+00 (2.05e-02) ## NLP | Data | Standard | Relevance Pursuit | Student-t | Laplace | Huber | Huber + Projection | | --- | --- | --- | --- | --- | --- | --- | neal + laplace | 1.89e+00 (1.14e-01) | 1.38e+02 (3.98e+01) | **1.57e+00 (9.22e-02)** | **1.55e+00 (9.20e-02)** | **1.55e+00 (9.12e-02)** | **1.55e+00 (9.12e-02)** friedman5 + laplace | 4.55e+00 (2.81e-02) | 4.56e+00 (1.88e-02) | 3.64e+00 (4.03e-02) | **3.46e+00 (4.45e-02)** | **3.48e+00 (4.31e-02)** | **3.48e+00 (4.31e-02)** friedman10 + laplace | 4.58e+00 (1.25e-02) | 4.57e+00 (1.27e-02) | 3.60e+00 (2.53e-02) | **3.32e+00 (3.01e-02)** | **3.37e+00 (2.61e-02)** | **3.37e+00 (2.61e-02)** yacht_hydrodynamics + laplace | **4.74e+00 (4.45e-02)** | 5.30e+00 (8.31e-02) | 4.91e+00 (8.87e-02) | 5.19e+00 (1.17e-01) | 5.12e+00 (1.04e-01) | 9.90e+00 (6.44e-01) california_housing + laplace | **1.88e+00 (5.25e-02)** | 2.24e+00 (9.41e-02) | 2.92e+00 (6.01e-02) | 3.33e+00 (7.47e-02) | 3.27e+00 (5.84e-02) | 6.64e+00 (3.28e+00)

Authorsrebuttal2024-08-13

A PyTorch implementation of Algikar et.al.'s projection statistics

Last, we provide the code of the main parts of our translation of the Matlab code of Algikar et.al., 2023 in the following, for you to be able to check its correctness. ``` def projection_statistics(H: Tensor) -> Tensor: """ Args: H: (n x d)-dim Tensor, i.e. number of data points x dimensionality. NOTE: in the original code, this is taken to be X with an appended ones column. Returns: A (n)-dim Tensor of projection statistics. """ dtype = H.dtype device = H.device m, n = H.shape M = torch.median(H, dim=0, keepdim=True).values # (1 x d) row vector u = torch.zeros(m, n, dtype=dtype, device=device) # i.e. (n x d) matrix v = torch.zeros(m, n, dtype=dtype, device=device) z = torch.zeros(m, 1, dtype=dtype, device=device) # i.e. (n x 1) matrix P = torch.zeros(m, m, dtype=dtype, device=device) # i.e. (n x n) matrix eps = 1e-6 # avoiding divide-by-zero issues for kk in range(m): u[kk, :] = H[kk, :] - M # looping over data points v[kk, :] = u[kk, :] / max(torch.linalg.norm(u[kk, :]), eps) for ii in range(m): z[ii, :] = torch.dot(H[ii, :], v[kk, :]) zmed = torch.median(z, dim=0, keepdim=True).values MAD = 1.4826 * (1 + (15 / (m))) * torch.median(torch.abs(z - zmed)) for ii in range(m): P[kk, ii] = torch.abs(z[ii] - zmed) / max(MAD, eps) PS = torch.amax(P, dim=0) return PS def _compute_projection_statistics_weights(H: Tensor, PS: Tensor) -> Tensor: """This computes the weights for the projection statistics, according to the procedure in the original Matlab code: https://github.com/apooja1/GP-Huber/blob/fee038963b471eb198d59b22d57b89e69f451d8c/Experiments/Friedman """ niu = torch.sum(H != 0, dim=-1) cutoff_PS = torch.zeros_like(niu) for i in range(len(niu)): # for chi2, see this post for correspondence of ppf with invcdf: # https://stackoverflow.com/questions/53019080/chi2inv-in-python # the 0.975 was copied from the original matlab code: # https://github.com/apooja1/GP-Huber/blob/fee038963b471eb198d59b22d57b89e69f451d8c/Experiments/Friedman.m#L186 cutoff_PS[i] = chi2.ppf(0.975, df=niu[i].item()) weights = (cutoff_PS / PS.square()).clamp(max=1.0) return weights def compute_projection_statistics_weights(X: Tensor) -> Tensor: # X: n x d n, d = X.shape H = torch.cat((X, torch.ones(n, 1)), dim=-1) # n x (d + 1) PS = projection_statistics(H) # (n x d) -> n return _compute_projection_statistics_weights(H, PS) ``` For the Huber loss, we use $\epsilon = 0.45$ and $b = 0.5$, identical to the setting of the [Github repository](https://github.com/apooja1/GP-Huber/blob/fee038963b471eb198d59b22d57b89e69f451d8c/basics/lik_huber.m#L191) of Algikar et.al., 2023. All reported results were generated with 32 independent replications, reporting the mean and standard error. An additional implementation detail: the `median` and `max` calls take the extra `dim=0` argument in PyTorch, as the Matlab function are defined to compute the row-wise maximum. Also, we added a small numerical constant `eps` in the code of `projection_statistics` to avoid division-by-zero errors. The rest of the code should be an almost verbatim translation. **A word of thanks** Thank you again for your valuable suggestions, we believe they make the paper stronger. Let us know if you have additional questions or if all your remaining concerns have been addressed.

Reviewer CPiv2024-08-14

Thank you for providing the performance comparisons with additional models, especially on such short notice. I find the comparison to be very thorough and have adjusted my score accordingly.

Reviewer geQY2024-08-07

Thank you for your response. I believe the additional results you presented strengthen the paper. I have raised my score to reflect this.

Reviewer CPiv2024-08-11

Thank you for addressing my concerns in detail. While the additional experimentation certainly demonstrates the effectiveness of the RGP, a more comprehensive comparison would benefit from including benchmarks that explicitly model heavy-tailed distributions, such as those employing Laplace (Kuss et. al., 2006) and Huber (Algikar et.al., 2023) likelihoods. Both methods address similar challenges – spatially uncorrelated gross outliers and input-independent noise – making them valuable benchmarks. Algikar et.al's method claims to not lose efficiency at Gaussian distribution using Huber loss and leverage weighting. My current score remains unchanged.

Authorsrebuttal2024-08-12

[time sensitive question]

We are glad we addressed your concerns in detail via our additional experiments which demonstrate the effectiveness of RGP. The reviewer now suggests additional methods to compare against. At a minimum, we can discuss our work in the context of those papers, and promise to include these comparisons in the CR. We hope that time permits us to run some additional simulations in the next day to meet your standards. Before we can do this, can you please clarify the stated references in your follow-up response above? Is "Kuss et. al 2006" Malte Kuß's PhD thesis https://pure.mpg.de/rest/items/item_1791134/component/file_3167621/content ? Is "Algikar et.al., 2023" the unpublished manuscript of Pooja Algikar & Lamine Mili, Robust Gaussian Process Regression with Huber Likelihood? (preprint at https://www.researchgate.net/publication/367280832_Robust_Gaussian_Process_Regression_with_Huber_Likelihood)

Reviewer CPiv2024-08-12

I don't intend to create last minute pressure of additional experimentation on you on the last day. I am glad to see that you offer the comparison with the requested models. I am okay with you adding them in the final submission of the paper. You got the references for the preprints right. I will change my score to 6.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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