  When deploying machine learning algorithms in the real world, guaranteeing
safety is an essential asset. Existing safe learning approaches typically
consider continuous variables, i.e., regression tasks. However, in practice,
robotic systems are also subject to discrete, external environmental changes,
e.g., having to carry objects of certain weights or operating on frozen, wet,
or dry surfaces. Such influences can be modeled as discrete context variables.
In the existing literature, such contexts are, if considered, mostly assumed to
be known. In this work, we drop this assumption and show how we can perform
safe learning when we cannot directly measure the context variables. To achieve
this, we derive frequentist guarantees for multi-class classification, allowing
us to estimate the current context from measurements. Further, we propose an
approach for identifying contexts through experiments. We discuss under which
conditions we can retain theoretical guarantees and demonstrate the
applicability of our algorithm on a Furuta pendulum with camera measurements of
different weights that serve as contexts.
