mlsanityData to 7 Oct 2026

BOFormer: Learning to Solve Multi-Objective Bayesian Optimization via Non-Markovian RL

arXiv 2505.21974 ↗First posted 28 May 2025cs.LGcited by 9

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Abstract (arXiv)

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs witnessed promising empirical results given its favorable non-myopic nature. Despite this, the direct extension of these approaches to multi-objective Bayesian optimization (MOBO) suffer from the textithypervolume identifiability issue, which results from the non-Markovian nature of MOBO problems. To tackle this, inspired by the non-Markovian RL literature and the success of Transformers in language modeling, we present a generalized deep Q-learning framework and propose textitBOFormer, which substantiates this framework for MOBO via sequence modeling. Through extensive evaluation, we demonstrate that BOFormer constantly outperforms the benchmark rule-based and learning-based algorithms in various synthetic MOBO and real-world multi-objective hyperparameter optimization problems. We have made the source code publicly available to encourage further research in this direction.

Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 48 of its 76 references that are in the map. First posted on arXiv 28 May 2025.

Builds on

48 of 76 references.

References · 48

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36 more
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2025: 5; 2026: 4.

9 papers.