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We propose a novel framework to identify sub-goals useful for exploration in sequential decision making tasks under partial observability. We utilize the variational intrinsic control framework (Gregor et.al., 2016) which maximizes empowerment -- the ability to reliably reach a diverse set of states and show how to identify sub-goals as states with high necessary option information through an information theoretic regularizer. Despite being discovered without explicit goal supervision, our sub-goals provide better exploration and sample complexity on challenging grid-world navigation tasks compared to supervised counterparts in prior work.