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

arXiv: https://arxiv.org/abs/2505.21974 · HTML: https://mlsanity.com/paper/2505.21974/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- Builds on 48 of its 76 references that are in the map.
- First posted on arXiv 28 May 2025.

## Builds on (most cited first, 30 of 48)

- [3D Gaussian Splatting for Real-Time Radiance Field Rendering](https://mlsanity.com/paper/2308.04079/) (2023)
- [Playing Atari with Deep Reinforcement Learning](https://mlsanity.com/paper/1312.5602/) (2013)
- [Decision Transformer: Reinforcement Learning via Sequence Modeling](https://mlsanity.com/paper/2106.01345/) (2021)
- [Prioritized Experience Replay](https://mlsanity.com/paper/1511.05952/) (2015)
- [Stabilizing Off-Policy Q-Learning via Bootstrapping Error Reduction](https://mlsanity.com/paper/1906.00949/) (2019)
- [Deep Reinforcement Learning at the Edge of the Statistical Precipice](https://mlsanity.com/paper/2108.13264/) (2021)
- [Automatic chemical design using a data-driven continuous representation of molecules](https://mlsanity.com/paper/1610.02415/) (2016)
- [Offline Reinforcement Learning as One Big Sequence Modeling Problem](https://mlsanity.com/paper/2106.02039/) (2021)
- [Deep Recurrent Q-Learning for Partially Observable MDPs](https://mlsanity.com/paper/1507.06527/) (2015)
- [Conditional Neural Processes](https://mlsanity.com/paper/1807.01613/) (2018)
- [Attentive Neural Processes](https://mlsanity.com/paper/1901.05761/) (2019)
- [SMAC3: A Versatile Bayesian Optimization Package for Hyperparameter Optimization](https://mlsanity.com/paper/2109.09831/) (2021)
- [MVImgNet: A Large-scale Dataset of Multi-view Images](https://mlsanity.com/paper/2303.06042/) (2023)
- [Multi-Game Decision Transformers](https://mlsanity.com/paper/2205.15241/) (2022)
- [Max-value Entropy Search for Efficient Bayesian Optimization](https://mlsanity.com/paper/1703.01968/) (2017)
- [Online Decision Transformer](https://mlsanity.com/paper/2202.05607/) (2022)
- [Bayesian Model-Agnostic Meta-Learning](https://mlsanity.com/paper/1806.03836/) (2018)
- [Differentiable Expected Hypervolume Improvement for Parallel Multi-Objective Bayesian Optimization](https://mlsanity.com/paper/2006.05078/) (2020)
- [Unifying PAC and Regret: Uniform PAC Bounds for Episodic Reinforcement Learning](https://mlsanity.com/paper/1703.07710/) (2017)
- [Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets](https://mlsanity.com/paper/1605.07079/) (2016)
- [Q-Transformer: Scalable Offline Reinforcement Learning via Autoregressive Q-Functions](https://mlsanity.com/paper/2309.10150/) (2023)
- [Reinforcement Learning Upside Down: Don't Predict Rewards -- Just Map Them to Actions](https://mlsanity.com/paper/1912.02875/) (2019)
- [Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvement](https://mlsanity.com/paper/2105.08195/) (2021)
- [Generalized Decision Transformer for Offline Hindsight Information Matching](https://mlsanity.com/paper/2111.10364/) (2021)
- [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)
- [Multi-Objective Bayesian Optimization over High-Dimensional Search Spaces](https://mlsanity.com/paper/2109.10964/) (2021)
- [Towards Learning Universal Hyperparameter Optimizers with Transformers](https://mlsanity.com/paper/2205.13320/) (2022)
- [Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints](https://mlsanity.com/paper/2009.01721/) (2020)
- [Meta-Learning Acquisition Functions for Transfer Learning in Bayesian Optimization](https://mlsanity.com/paper/1904.02642/) (2019)

## Built on by (most cited first, 10 of 10)

- [ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisition](https://mlsanity.com/paper/2506.07259/) (2025)
- [In-Context Multi-Objective Optimization](https://mlsanity.com/paper/2512.11114/) (2025)
- [FoMEMO: Towards Foundation Models for Expensive Multi-objective Optimization](https://mlsanity.com/paper/2509.03244/) (2025)
- [GRPOformer: Advancing Hyperparameter Optimization via Group Relative Policy Optimization](https://mlsanity.com/paper/2509.17105/) (2025)
- [In-Context Black-Box Optimization with Unreliable Feedback](https://mlsanity.com/paper/2605.06187/) (2026)
- [Efficient Adaptive Data Acquisition via Pretrained Belief Representations](https://mlsanity.com/paper/2606.25197/) (2026)
- [Model-free Reinforcement Learning for Model-based Control: Towards Safe, Interpretable and Sample-efficient Agents](https://mlsanity.com/paper/2507.13491/) (2025)
- [Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisation](https://mlsanity.com/paper/2609.13396/) (2026)
- [IQS-BO: In-Context Query Selection for Bayesian Optimisation](https://mlsanity.com/paper/2610.01269/) (2026)
- [In-Context Batch Black-box Optimization via Flow Matching](https://mlsanity.com/paper/2610.20138/) (2026)

## 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.
