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Tutorial for Robust Gaussian Processes via Relevance Pursuit (pytorch…
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…#2707)

Summary:
This commit adds a tutorial of the robust Relevance Pursuit model, specifically using the `RobustRelevancePursuitSingleTaskGP` and the Twitter flash crash examples, as well as a synthetic regression example that showcases both usage patterns, as well as ways of analyzing the results of the model.


Test Plan:
Ran the tutorial on an internal devserver, my local machine, and the smoke test passes in the [OSS test](https://github.com/pytorch/botorch/actions/runs/13021130751/job/36321841195?pr=2707):

```
Running tutorial relevance_pursuit_robust_regression.ipynb.
Running tutorial relevance_pursuit_robust_regression.ipynb took 7.77 seconds. Memory usage started at 47.5 MB and the maximum was 798.1875 MB.
```

## Twitter Flash Crash Example
{F1974794186}{F1974794179}

Reviewed By: Balandat

Differential Revision: D68353581

Pulled By: SebastianAment
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SebastianAment authored and facebook-github-bot committed Jan 29, 2025
1 parent 36097db commit 8453f09
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5 changes: 2 additions & 3 deletions botorch/models/robust_relevance_pursuit_model.py
Original file line number Diff line number Diff line change
Expand Up @@ -61,7 +61,6 @@
from gpytorch.module import Module
from torch import Tensor


# default fractions of outliers to consider during relevance pursuit
FRACTIONS_OF_OUTLIERS = [
0.0,
Expand Down Expand Up @@ -117,8 +116,8 @@ def __init__(
dim=dim,
convex_parameterization=convex_parameterization,
)
self.bmc_support_size: Tensor | None = None
self.bmc_probability: Tensor | None = None
self.bmc_support_sizes: Tensor | None = None
self.bmc_probabilities: Tensor | None = None
self.cache_model_trace = cache_model_trace
self.model_trace: list[SingleTaskGP] | None = None
self.prior_mean_of_support: float = (
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