If you've recently added 6 inches of bedding (providing he had less before) he might just be having a good time digging.
Also, has it been cold in the room he is kept in? If it is cold in my house I definitely notice that my rodents barely come out apart from to eat and drink.
Otherwise, 4 weeks is still quite new and he may just be shy! You should keep up with taming to make sure he is familiarised with you. When my hamster was new she wouldn't come out if I was in the room and this lasted a month or so.
Wishing you the best with your hammy