Discovering the structure underlying observed data is a recurring problem in machine learning with important applications in neuroscience. It is also a primary function of the brain. When data can be actively collected in the context of a closed action-perception loop, behavior becomes a critical determinant of learning efficiency. Psychologists studying exploration and curiosity in humans and animals have long argued that learning itself is a primary motivator of behavior. However, the theoretical basis of learning-driven behavior is not well understood. Previous computational studies of behavior have largely focused on the control problem of maximizing acquisition of rewards and have treated learning the structure of data as a secondary objective. Here, we study exploration in the absence of external reward feedback. Instead, we take the quality of an agent's learned internal model to be the primary objective. In a simple probabilistic framework, we derive a Bayesian estimate for the amount of information about the environment an agent can expect to receive by taking an action, a measure we term the predicted information gain (PIG). We develop exploration strategies that approximately maximize PIG. One strategy based on value-iteration consistently learns faster, across a diverse range of environments, than previously developed reward-free exploration strategies. Psychologists believe the evolutionary advantage of learning-driven exploration lies in the generalized utility of an accurate internal model. Consistent with this hypothesis, we demonstrate that agents which learn more efficiently during exploration are later better able to accomplish a range of goal-directed tasks. We will conclude by discussing how our work elucidates the explorative behaviors of animals and humans, its relationship to other computational models of behavior, and its potential application to experimental design, such as in closed-loop neurophysiology studies.