We propose an online, end-to-end, neural generative conversational model for open-domain dialog. It is trained using a unique combination of offline two-phase supervised learning and online human-in-the-loop active learning. While most existing research proposes offline supervision or hand-crafted reward functions for online reinforcement, we devise a novel interactive learning mechanism based on a diversity-promoting heuristic for response generation and one-character user-feedback at each step. Experiments show that our model inherently promotes the generation of meaningful, relevant and interesting responses, and can be used to train agents with customized personas, moods and conversational styles.