mlsanityData to 7 Oct 2026

BOtied: Multi-objective Bayesian optimization with tied multivariate ranks

arXiv 2306.00344 ↗First posted 1 Jun 2023cs.LG stat.MLcited by 14

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Abstract (arXiv)

Many scientific and industrial applications require the joint optimization of multiple, potentially competing objectives. Multi-objective Bayesian optimization (MOBO) is a sample-efficient framework for identifying Pareto-optimal solutions. At the heart of MOBO is the acquisition function, which determines the next candidate to evaluate by navigating the best compromises among the objectives. In this paper, we show a natural connection between non-dominated solutions and the extreme quantile of the joint cumulative distribution function (CDF). Motivated by this link, we propose the Pareto-compliant CDF indicator and the associated acquisition function, BOtied. BOtied inherits desirable invariance properties of the CDF, and an efficient implementation with copulas allows it to scale to many objectives. Our experiments on a variety of synthetic and real-world problems demonstrate that BOtied outperforms state-of-the-art MOBO acquisition functions while being computationally efficient for many objectives.

Key facts. Cited by 14 papers in the map (data through 7 Oct 2026). Builds on 27 of its 92 references that are in the map. First posted on arXiv 1 Jun 2023.

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27 of 92 references.

References · 27

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15 more
  1. 2022Joint Entropy Search for Maximally-Informed Bayesian Optimizationcited by 55
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  7. 2019Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithmscited by 24
  8. 2015Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulascited by 18
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  14. 2022A Pareto-optimal compositional energy-based model for sampling and optimization of protein sequencescited by 7
  15. 2023Retrospective Uncertainties for Deep Models using Vine Copulascited by 7

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