Learning optimal control policies directly on physical systems is challenging since even a single failure can lead to costly hardware damage. Most existing learning methods that guarantee safety, i.e., no failures, during exploration are limited to local optima. A notable exception is the GoSafe algorithm, which, unfortunately, cannot handle high-dimensional systems and hence cannot be applied to most real-world dynamical systems. This work proposes GoSafeOpt as the first algorithm that can safely discover globally optimal policies for complex systems while giving safety and optimality guarantees. Our experiments on a robot arm that would be prohibitive for GoSafe demonstrate that GoSafeOpt safely finds remarkably better policies than competing safe learning methods for high-dimensional domains.

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