Add a custom loss function for Robust, fix a bug in Asymmetric #5569

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Job	Run time
ubuntu-20.04-gcc-9 Release	35m 36s
ubuntu-20.04-clang-9 Release	27m 45s
ubuntu-22.04-gcc-11 Release	41m 31s
ubuntu-22.04-clang-14 Release	29m 6s
	2h 13m 58s