Automated assessment of rehabilitation exercises using machine learning has a potential to improve current rehabilitation practices. However, it is challenging to completely replicate therapist's decision making on the assessment of patients with various physical conditions. This paper describes an interactive machine learning approach that iteratively integrates a data-driven model with expert's knowledge to assess the quality of rehabilitation exercises. Among a large set of kinematic features of the exercise motions, our approach identifies the most salient features for assessment using reinforcement learning and generates a user-specific analysis to elicit feature relevance from a therapist for personalized rehabilitation assessment. While accommodating therapist's feedback on feature relevance, our approach can tune a generic assessment model into a personalized model. Specifically, our approach improves performance to predict assessment from 0.8279 to 0.9116 average F1-scores of three upper-limb rehabilitation exercises (p < 0.01). Our work demonstrates that machine learning models with feature selection can generate kinematic feature-based analysis as explanations on predictions of a model to elicit expert's knowledge of assessment, and how machine learning models can augment with expert's knowledge for personalized rehabilitation assessment.