Safe Bayesian Optimization: From Safe Parameter Optimization to the Exploration of Unknown Environments

Bayesian optimization is a powerful tool that has been successfully used to automatically optimize the parameters of a fixed control policy. It has many desirable properties, such as data-efficiently and being able to handle noisy measurements. However, standard Bayesian optimization does not consider any constraints imposed by the real system, which limits its applications to highly controlled environments. In this talk, I will introduce an extension of this framework, which additionally considers multiple safety constraints during the optimization process. This method enables safe parameter optimization by only evaluating parameters that fulfill all safety constraints with high probability. I will show several experiments on a quadrotor vehicle which demonstrate the method. Lastly, I will briefly talk about how the ideas behind safe Bayesian optimization can be used to safely explore unknown environments (MDPs).