Various types of biological knowledge describe networks of interactions among elementary entities. For example, transcriptional regulatory networks consist of interactions among proteins and genes. Current knowledge about the exact structure of such networks is highly incomplete, and laboratory experiments that manipulate the entities involved are conducted to test hypotheses about these networks. In recent years, various automated approaches to experiment selection have been proposed. Many of these approaches can be characterized as active machine learning algorithms. Active learning is an iterative process in which a model is learned from data, hypotheses are generated from the model to propose informative experiments, and the experiments yield new data that is used to update the model. This review describes the various models, experiment selection strategies, validation techniques, and successful applications described in the literature, highlights common themes and notable distinctions among methods, and identifies likely directions of future research and open problems in the area.