# Simple Extensions of Single-Objective Acquisition Functions and Hedge Strategies for Multi-Objective Bayesian Optimization

arXiv: https://arxiv.org/abs/2609.31940 · HTML: https://mlsanity.com/paper/2609.31940/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 29 references that are in the map.
- First posted on arXiv 25 Sep 2026.

## Builds on (most cited first, 10 of 10)

- [pymoo: Multi-objective Optimization in Python](https://mlsanity.com/paper/2002.04504/) (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)
- [Predictive Entropy Search for Multi-objective Bayesian Optimization](https://mlsanity.com/paper/1511.05467/) (2015)
- [An Easy-to-use Real-world Multi-objective Optimization Problem Suite](https://mlsanity.com/paper/2009.12867/) (2020)
- [Random Hypervolume Scalarizations for Provable Multi-Objective Black Box Optimization](https://mlsanity.com/paper/2006.04655/) (2020)
- [Multi-objective Bayesian Optimization using Pareto-frontier Entropy](https://mlsanity.com/paper/1906.00127/) (2019)
- [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 For Multi-Objective Mixed-Variable Problems](https://mlsanity.com/paper/2201.12767/) (2022)

## Abstract (arXiv)

Multi-objective Bayesian optimization (MOBO) is commonly approached through specialized acquisition functions or scalarization schemes designed to explicitly account for trade-offs among non-preferential objectives. In this work, we show that such complexity might be unnecessary. We propose a framework that extends standard single-objective acquisition functions directly to the multi-objective setting through a hypervolume-based transformation. We further extend hedge strategies for acquisition functions, which are typically used only in single-objective optimization, to the multi-objective regime. Our approach requires minimal modification to existing Bayesian optimization pipelines and avoids the need for bespoke multi-objective formulations. We demonstrate how a broad class of commonly used single-objective acquisition functions and hedge strategies can be adapted in a principled manner to handle multiple objectives, while preserving their intuitive interpretation and computational efficiency. Empirically, we evaluate the proposed methods across a range of synthetic and real-world multi-objective benchmarks. Despite their simplicity, our extensions consistently match or outperform more complex state-of-the-art MOBO methods in terms of optimization performance and sample efficiency. These results suggest that effective multi-objective Bayesian optimization can be achieved by reusing and carefully extending well-established single-objective acquisition strategies, offering a simpler and more flexible alternative to existing approaches.