BOFormer: Learning to Solve Multi-Objective Bayesian Optimization via Non-Markovian RL
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arXiv
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| Auteurs principaux: | , , , , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866918037983068160 |
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| author | Hung, Yu-Heng Lin, Kai-Jie Lin, Yu-Heng Wang, Chien-Yi Sun, Cheng Hsieh, Ping-Chun |
| author_facet | Hung, Yu-Heng Lin, Kai-Jie Lin, Yu-Heng Wang, Chien-Yi Sun, Cheng Hsieh, Ping-Chun |
| contents | 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 \textit{hypervolume 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 \textit{BOFormer}, 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_21974 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | BOFormer: Learning to Solve Multi-Objective Bayesian Optimization via Non-Markovian RL Hung, Yu-Heng Lin, Kai-Jie Lin, Yu-Heng Wang, Chien-Yi Sun, Cheng Hsieh, Ping-Chun Machine Learning 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 \textit{hypervolume 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 \textit{BOFormer}, 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. |
| title | BOFormer: Learning to Solve Multi-Objective Bayesian Optimization via Non-Markovian RL |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2505.21974 |