Though technical advance of artificial intelligence and machine learning has enabled many promising intelligent systems, many computing tasks are still not able to be fully accomplished by machine intelligence. Motivated by the complementary nature of human and machine intelligence, an emerging trend is to involve humans in the loop of machine learning and decision-making. In this paper, we provide a macro-micro review of human-in-the-loop machine learning. We first describe major machine learning challenges which can be addressed by human intervention in the loop. Then we examine closely the latest research and findings of introducing humans into each step of the lifecycle of machine learning. Finally, we analyze current research gaps and point out future research directions.