Information retrieval is, in general, an iterative search process, in which the user often has several interactions with a retrieval system for an information need. The retrieval system can actively probe a user with questions to clarify the information need instead of just passively responding to user queries. A basic question is thus how a retrieval system should propose questions to the user so that it can obtain maximum benefits from the feedback on these questions. In this paper, we study how a retrieval system can perform active feedback, i.e., how to choose documents for relevance feedback so that the system can learn most from the feedback information. We present a general framework for such an active feedback problem, and derive several practical algorithms as special cases. Empirical evaluation of these algorithms shows that the performance of traditional relevance feedback (presenting the top K documents) is consistently worse than that of presenting documents with more di...