The task of separating a single recording of a polyphonic instrument (e.g. piano, guitar, etc.) into distinctive pitch tracks is challenging. One promising class of methods to accomplish this task is based on non-negative matrix factorization (NMF). Such methods, however, are still far from perfect. Distinct pitches from a single instrument have similar timbre, similar note attacks, and contain over-lapping harmonics that all make separation difficult. In an attempt to overcome these issues, we use a database of synthesized piano and guitar recordings to learn the harmonic structure of distinct pitches, perform NMF-based separation, and then extend the method to allow an end-user to interactively correct for errors in the output separation estimates by drawing on a piano roll display of the separated tracks. The user-annotations are mapped to linear grouping regularization parameters within a modified NMF-based algorithm and are then used to refine the separation estimates in an iterative manner. For evaluation, a prototype user-interface was built and used to separate several polyphonic guitar and piano recordings. Initial results show that the method of interactive feedback can significantly increase the separation quality and produce high-quality separation results.