  We present a new algorithm that significantly improves the efficiency of
exploration for deep Q-learning agents in dialogue systems. Our agents explore
via Thompson sampling, drawing Monte Carlo samples from a Bayes-by-Backprop
neural network. Our algorithm learns much faster than common exploration
strategies such as $\epsilon$-greedy, Boltzmann, bootstrapping, and
intrinsic-reward-based ones. Additionally, we show that spiking the replay
buffer with experiences from just a few successful episodes can make Q-learning
feasible when it might otherwise fail.
