# BOtied: Multi-objective Bayesian optimization with tied multivariate ranks

arXiv: https://arxiv.org/abs/2306.00344 · HTML: https://mlsanity.com/paper/2306.00344/

## Key facts

- Cited by 15 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 92 references that are in the map.
- First posted on arXiv 1 Jun 2023.

## Builds on (most cited first, 27 of 27)

- [A Tutorial on Bayesian Optimization](https://mlsanity.com/paper/1807.02811/) (2018)
- [Therapeutics Data Commons: Machine Learning Datasets and Tasks for Drug Discovery and Development](https://mlsanity.com/paper/2102.09548/) (2021)
- [Predictive Entropy Search for Efficient Global Optimization of Black-box Functions](https://mlsanity.com/paper/1406.2541/) (2014)
- [Fast Differentiable Sorting and Ranking](https://mlsanity.com/paper/2002.08871/) (2020)
- [Differentiable Expected Hypervolume Improvement for Parallel Multi-Objective Bayesian Optimization](https://mlsanity.com/paper/2006.05078/) (2020)
- [Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvement](https://mlsanity.com/paper/2105.08195/) (2021)
- [Maximizing acquisition functions for Bayesian optimization](https://mlsanity.com/paper/1805.10196/) (2018)
- [Differentiable Ranks and Sorting using Optimal Transport](https://mlsanity.com/paper/1905.11885/) (2019)
- [A Flexible Framework for Multi-Objective Bayesian Optimization using Random Scalarizations](https://mlsanity.com/paper/1805.12168/) (2018)
- [Predictive Entropy Search for Multi-objective Bayesian Optimization](https://mlsanity.com/paper/1511.05467/) (2015)
- [Scalable Constrained Bayesian Optimization](https://mlsanity.com/paper/2002.08526/) (2020)
- [Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints](https://mlsanity.com/paper/2009.01721/) (2020)
- [Joint Entropy Search for Maximally-Informed Bayesian Optimization](https://mlsanity.com/paper/2206.04771/) (2022)
- [A General Framework for Constrained Bayesian Optimization using Information-based Search](https://mlsanity.com/paper/1511.09422/) (2015)
- [Joint Entropy Search for Multi-objective Bayesian Optimization](https://mlsanity.com/paper/2210.02905/) (2022)
- [Robust Multi-Objective Bayesian Optimization Under Input Noise](https://mlsanity.com/paper/2202.07549/) (2022)
- [Bayesian Optimization over Discrete and Mixed Spaces via Probabilistic Reparameterization](https://mlsanity.com/paper/2210.10199/) (2022)
- [Parallel Predictive Entropy Search for Batch Global Optimization of Expensive Objective Functions](https://mlsanity.com/paper/1511.07130/) (2015)
- [Efficient Computation of Expected Hypervolume Improvement Using Box Decomposition Algorithms](https://mlsanity.com/paper/1904.12672/) (2019)
- [Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas](https://mlsanity.com/paper/1503.03305/) (2015)
- [Nonparametric estimation of simplified vine copula models: comparison of methods](https://mlsanity.com/paper/1701.00845/) (2017)
- [The Kalai-Smorodinski solution for many-objective Bayesian optimization](https://mlsanity.com/paper/1902.06565/) (2019)
- [Probit transformation for nonparametric kernel estimation of the copula density](https://mlsanity.com/paper/1404.4414/) (2014)
- [PropertyDAG: Multi-objective Bayesian optimization of partially ordered, mixed-variable properties for biological sequence design](https://mlsanity.com/paper/2210.04096/) (2022)
- [Ordinal Bayesian Optimisation](https://mlsanity.com/paper/1912.02493/) (2019)
- [A Pareto-optimal compositional energy-based model for sampling and optimization of protein sequences](https://mlsanity.com/paper/2210.10838/) (2022)
- [Retrospective Uncertainties for Deep Models using Vine Copulas](https://mlsanity.com/paper/2302.12606/) (2023)

## Built on by (most cited first, 15 of 15)

- [ParetoFlow: Guided Flows in Multi-Objective Optimization](https://mlsanity.com/paper/2412.03718/) (2024)
- [TR2-D2: Tree Search Guided Trajectory-Aware Fine-Tuning for Discrete Diffusion](https://mlsanity.com/paper/2509.25171/) (2025)
- [Semiparametric conformal prediction](https://mlsanity.com/paper/2411.02114/) (2024)
- [Diffusion and Flow-based Copulas: Forgetting and Remembering Dependencies](https://mlsanity.com/paper/2509.19707/) (2025)
- [Constrained Multi-objective Bayesian Optimization through Optimistic Constraints Estimation](https://mlsanity.com/paper/2411.03641/) (2024)
- [COPA: Comparing the incomparable in multi-objective model evaluation](https://mlsanity.com/paper/2503.14321/) (2025)
- [Vine Copulas as Differentiable Computational Graphs](https://mlsanity.com/paper/2506.13318/) (2025)
- [Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?](https://mlsanity.com/paper/2604.09417/) (2026)
- [Learning Design-Score Manifold to Guide Diffusion Models for Offline Optimization](https://mlsanity.com/paper/2506.05680/) (2025)
- [Throwing Vines at the Wall: Structure Learning via Random Search](https://mlsanity.com/paper/2510.20035/) (2025)
- [Auto-Configured Networks for Multi-Scale Multi-Output Time-Series Forecasting](https://mlsanity.com/paper/2604.07610/) (2026)
- [Training Greedy Policy for Proposal Batch Selection in Expensive Multi-Objective Combinatorial Optimization](https://mlsanity.com/paper/2406.14876/) (2024)
- [Multi-Objective Coverage via Constraint Active Search](https://mlsanity.com/paper/2602.15595/) (2026)
- [Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisation](https://mlsanity.com/paper/2609.13396/) (2026)
- [Which Preferences to Train On? End-to-End Multi-Objective Alignment with an Adversarial Preference Distribution](https://mlsanity.com/paper/2610.04845/) (2026)

## 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.
