The inverse dynamics of a robotic manipulator is instrumental in precise robot control and manipulation. However, acquiring such a model is challenging, not only due to unmodelled non-linearities such as joint friction, but also from a machine learning perspective (e.g., input space dimension, amount of data needed). The accuracy of such models, regardless of the learning techniques, relies on proper excitation and exploration of the robot's configuration space, in order to collect a rich dataset. This study aims to provide rich data in learning the inverse dynamics of a serial robotic manipulator using supervised machine learning techniques. We propose a method, called Max-Information Configuration Exploration (MICE), to incrementally explore and generate information-rich data via computing parameters of a trajectory set. We also introduce a new set of excitation trajectories that explores robot's configuration through imposed stable limit cycles in robot joints' phase space while satisfying feasibility constraints and physical bounds. We benchmark MICE against state-of-the-art in terms of data quality and learning accuracy. The proposed methodology for data collection, model learning, and evaluation, is validated with a KUKA IIWA14 robotic arm where the results prove significant improvement over traditional approaches.