When a robot encounters a novel object, how should it respond$\unicode{x2014}$what data should it collect$\unicode{x2014}$so that it can find the object in the future? In this work, we present a method for learning image features of an unknown number of novel objects. To do this, we use active coverage with respect to latent uncertainties of the novel descriptions. We apply ergodic stability and PAC-Bayes theory to extend statistical guarantees for VAEs to embodied agents. We demonstrate the method in hardware with a robotic arm; the pipeline is also implemented in a simulated environment. Algorithms and simulation are available open source, see http://sites.google.com/u.northwestern.edu/embodied-learning-hardware .