Rapid computational exploration of the free energy landscape of biological molecules remains an active area of research due to the difficulty of sampling rare state transitions in Molecular Dynamics (MD) simulations. In recent years, an increasing number of studies have exploited Machine Learning (ML) models to enhance and analyze MD simulations. Notably, unsupervised models that extract kinetic information from a set of parallel trajectories have been proposed, including the variational approach for Markov processes (VAMP), VAMPNets, and time-lagged variational autoencoders (TVAE). In this work, we propose a combination of adaptive sampling with active learning of kinetic models to accelerate the discovery of the conformational landscape of biomolecules. In particular, we introduce and compare several techniques that combine kinetic models with two adaptive sampling regimes (least counts and multi-agent reinforcement learning-based adaptive sampling) to enhance the exploration of conformational ensembles without introducing biasing forces. Moreover, inspired by the active learning approach of uncertainty-based sampling, we also present MaxEnt VAMPNet. This technique consists of restarting simulations from the microstates that maximize the Shannon entropy of a VAMPNet trained to perform soft discretization of metastable states. By running simulations on two test systems, the WLALL pentapeptide and the villin headpiece subdomain, we empirically demonstrate that MaxEnt VAMPNet results in faster exploration of conformational landscapes compared to the baseline and other proposed methods.