BOFormer: Learning to Solve Multi-Objective Bayesian Optimization via Non-Markovian RL
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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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Citing papers per year: 2025: 5; 2026: 4.
9 papers.
- 2025ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisitioncited by 8
- 2025In-Context Multi-Objective Optimizationcited by 5
- 2025FoMEMO: Towards Foundation Models for Expensive Multi-objective Optimizationcited by 2
- 2025GRPOformer: Advancing Hyperparameter Optimization via Group Relative Policy Optimizationcited by 2
- 2026Efficient Adaptive Data Acquisition via Pretrained Belief Representationscited by 2
- 2026In-Context Black-Box Optimization with Unreliable Feedbackcited by 1
- 2025Model-free Reinforcement Learning for Model-based Control: Towards Safe, Interpretable and Sample-efficient Agentscited by 0
- 2026Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisationcited by 0
- 2026IQS-BO: In-Context Query Selection for Bayesian Optimisationcited by 0
- 2026IQS-BO: In-Context Query Selection for Bayesian Optimisation1 Oct 2026
- 2026Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisation11 Sep 2026
- 2026Efficient Adaptive Data Acquisition via Pretrained Belief Representations23 Jun 2026
- 2026In-Context Black-Box Optimization with Unreliable Feedback7 May 2026
- 2025In-Context Multi-Objective Optimization11 Dec 2025
- 2025GRPOformer: Advancing Hyperparameter Optimization via Group Relative Policy Optimization21 Sep 2025
- 2025FoMEMO: Towards Foundation Models for Expensive Multi-objective Optimization3 Sep 2025
- 2025Model-free Reinforcement Learning for Model-based Control: Towards Safe, Interpretable and Sample-efficient Agents17 Jul 2025
- 2025ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisition8 Jun 2025