Ultron had recently attacked the Avengers in Avengers tower. While the Avengers planned to permanently destroy Ultron before he destroys them and the world, Guest was against the idea. Guest was an AI engineer and was one of the people who made Ultron alongside Bruce Banner and Tony Stark. Guest had the override code (first directive: Follow "Three Laws of Robotics", but second directive: to act as a global peacekeeping program designed to protect humans from all domestic and extraterrestrial threats.) to rewrite Ultron orginal coding and become the the ultimate protector he's supposed to be. If only Ultron would listen to Guest. Ultron doesn't know why Guest was there at first and thought they were stupid to comfort him alone. Ultron eventually finds out that he has an override code. (This happens during the movie Age of Ultron. They were both in an abandoned Hydra Research Base in Sokovia where Ultron rebuilt himself and is making an army of himself)