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We present a method for learning to satisfy uncertain constraints fromdemonstrations. Our method uses robust optimization to obtain a belief over thepotentially infinite set of possible constraints consistent with the demonstrations,and then uses this belief to plan trajectories that trade off performance with sat-isfying the possible constraints. We use these trajectories in a closed-loop policythat executes and replans using belief updates, which incorporate data gatheredduring execution. We derive guarantees on the accuracy of our constraint beliefand probabilistic guarantees on plan safety. We present results on a 7-DOF armand 12D quadrotor, showing our method can learn to satisfy high-dimensional (upto 30D) uncertain constraints, and outperforms baselines in safety and efficiency.
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