Efficiently tackling multiple tasks within complex environments, such as those found in robot manipulation, remains an ongoing challenge in robotics and an opportunity for data-driven solutions such as reinforcement learning (RL). The high cost of data gathering in robotics encourages data-efficient approaches such as model-based RL, which builds a dynamic model of the robot to conduct most policy learning on cheaper simulations, while enabling data reuse and transfer between tasks. In this work, we employ Bayesian deep learning (BDL) with a double purpose. First, we increase the model quality by improving its calibration. Second, we improve data efficiency by performing active learning of the dynamic model during a preliminary exploration phase, actively estimating the information gain of each transition and using it as the exploration reward. We compare several BDL methods in a realistic robot manipulation setup. Our experiments show that our approach matches the quality of relevant alternatives with much lower robot execution requirements and, unlike previous studies validated only on standard RL environments, we tackle robotic arm end-tasks on a complete manipulator simulator such as \texttt{CoppeliaSim}. Code is available at https://github.com/ropertunizar/BayesianActiveExploration.

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