We study the ground states of the Bose-Hubbard model in a uniform magnetic field, motivated by the physics of cold atomic gases on lattices at high vortex density. Mapping the bosons to composite fermions (CF) leads to the prediction of quantum Hall fluids that have no counterpart in the continuum. We construct trial states for these phases and test numerically the predictions of the CF model. We establish the existence of strongly correlated phases beyond those in the continuum limit and provide evidence for a wider scope of the composite fermion approach beyond its application to the lowest Landau level.