# High-dimensional Multi-objective Bayesian Optimization with Learned Variable Interactions

arXiv: https://arxiv.org/abs/2608.11713 · HTML: https://mlsanity.com/paper/2608.11713/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 25 of its 57 references that are in the map.
- First posted on arXiv 12 Aug 2026.

## Builds on (most cited first, 25 of 25)

- [Scalable Global Optimization via Local Bayesian Optimization](https://mlsanity.com/paper/1910.01739/) (2019)
- [Differentiable Expected Hypervolume Improvement for Parallel Multi-Objective Bayesian Optimization](https://mlsanity.com/paper/2006.05078/) (2020)
- [Unexpected Improvements to Expected Improvement for Bayesian Optimization](https://mlsanity.com/paper/2310.20708/) (2023)
- [High Dimensional Bayesian Optimisation and Bandits via Additive Models](https://mlsanity.com/paper/1503.01673/) (2015)
- [Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvement](https://mlsanity.com/paper/2105.08195/) (2021)
- [A Flexible Framework for Multi-Objective Bayesian Optimization using Random Scalarizations](https://mlsanity.com/paper/1805.12168/) (2018)
- [Re-Examining Linear Embeddings for High-Dimensional Bayesian Optimization](https://mlsanity.com/paper/2001.11659/) (2020)
- [Vanilla Bayesian Optimization Performs Great in High Dimensions](https://mlsanity.com/paper/2402.02229/) (2024)
- [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)
- [Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints](https://mlsanity.com/paper/2009.01721/) (2020)
- [BOCK : Bayesian Optimization with Cylindrical Kernels](https://mlsanity.com/paper/1806.01619/) (2018)
- [Random Hypervolume Scalarizations for Provable Multi-Objective Black Box Optimization](https://mlsanity.com/paper/2006.04655/) (2020)
- [High-Dimensional Bayesian Optimization via Additive Models with Overlapping Groups](https://mlsanity.com/paper/1802.07028/) (2018)
- [Multi-objective Bayesian Optimization using Pareto-frontier Entropy](https://mlsanity.com/paper/1906.00127/) (2019)
- [Batched High-dimensional Bayesian Optimization via Structural Kernel Learning](https://mlsanity.com/paper/1703.01973/) (2017)
- [Greed is Good: Exploration and Exploitation Trade-offs in Bayesian Optimisation](https://mlsanity.com/paper/1911.12809/) (2019)
- [Uncertainty-Aware Search Framework for Multi-Objective Bayesian Optimization](https://mlsanity.com/paper/2204.05944/) (2022)
- [Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints](https://mlsanity.com/paper/1609.01051/) (2016)
- [Multi-Fidelity Multi-Objective Bayesian Optimization: An Output Space Entropy Search Approach](https://mlsanity.com/paper/2011.01542/) (2020)
- [Improved Max-value Entropy Search for Multi-objective Bayesian Optimization with Constraints](https://mlsanity.com/paper/2011.01150/) (2020)
- [High Dimensional Bayesian Optimization Assisted by Principal Component Analysis](https://mlsanity.com/paper/2007.00925/) (2020)
- [Correcting boundary over-exploration deficiencies in Bayesian optimization with virtual derivative sign observations](https://mlsanity.com/paper/1704.00963/) (2017)
- [Trading Convergence Rate with Computational Budget in High Dimensional Bayesian Optimization](https://mlsanity.com/paper/1911.11950/) (2019)
- [Expected Improvement versus Predicted Value in Surrogate-Based Optimization](https://mlsanity.com/paper/2001.02957/) (2020)

## Abstract (arXiv)

Multi-objective Bayesian optimization (MOBO) is effective in identifying the Pareto fronts for expensive black-box problems. However, most current MOBO approaches are limited to low-dimensional decision space due to its exponential sampling complexity. This paper presents decision variable interaction analysis-based MOBO, ViaMOBO, a generic framework for expensive multi-objective problems with high-dimensional decision space. The key idea of ViaMOBO is that it utilizes a variable interaction analysis model to determine whether the decision space can be completely or partially divided, and then performs local Bayesian optimization in the divided decision subspaces. Through the variable analysis model, it can be derived whether the objectives in black-box problems are separable, partially separable, or non-separable based on the potential independent or interdependent relationships among decision variables without any strong assumptions. We compare ViaMOBO with the state-of-the-art MOBO methods on both synthetic and real-world benchmarks. The experimental results demonstrate that ViaMOBO outperforms other related MOBO baselines in approximating the Pareto front of high-dimensional expensive multi-objective problems.
