[romangarnett]

Indeed -- safety in exploration is not a relevant concern in all (or even in most) scenarios. However, in domains such as robotics where certain configurations may have unforeseen and severe consequences, you may want to slow down exploration and proceed more cautiously. As you suggest, you can optimize more efficiently if you can explore the domain without any safety concerns.

You're correct that the approach taken in the linked paper could be adapted to increase the safety of other sequential design settings (when needed), assuming you have access to a model that can quantify uncertainty.