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In order to increase productivity, capability, and data exploitation, numerous defense applications are experiencing an integration of state-of-the-art machine learning and AI into their architectures. Especially for defense applications, having a human analyst in the loop is of high interest due to quality control, accountability, and complex subject matter expertise not readily automated or replicated by AI. However, many applications are suffering from a very slow transition. This may be in large part due to lack of trust, usability, and productivity, especially when adapting to unforeseen classes and changes in mission context. Interactive machine learning is a newly emerging field in which machine learning implementations are trained, optimized, evaluated, and exploited through an intuitive human-computer interface. In this paper, we introduce interactive machine learning and explain its advantages and limitations within the context of defense applications. Furthermore, we address several of the shortcomings of interactive machine learning by discussing how cognitive feedback may inform features, data, and results in the state of the art. We define the three techniques by which cognitive feedback may be employed: self reporting, implicit cognitive feedback, and modeled cognitive feedback. The advantages and disadvantages of each technique are discussed.