Meta-Learning Priors for Safe Bayesian Optimization

Abstract

In robotics, optimizing controller parameters under safety constraints is an important challenge. Safe Bayesian optimization (BO) quantifies uncertainty in the objective and constraints to safely guide exploration in such settings. Hand-designing a suitable probabilistic model can be challenging however. In the presence of unknown safety constraints, it is crucial to choose reliable model hyper-parameters to avoid safety violations. Here, we propose a data-driven approach to this problem by em meta-learning priors for safe BO from offline data. We build on a meta-learning algorithm, F-PACOH, capable of providing reliable uncertainty quantification in settings of data scarcity. As core contribution, we develop a novel framework for choosing safety-compliant priors in a data-riven manner via empirical uncertainty metrics and a frontier search algorithm. On benchmark functions and a high-precision motion system, we demonstrate that our meta-learnt priors accelerate convergence of safe BO approaches while maintaining safety.