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However, it is hardly possible for humans to fully understand the rationale behind the black-box results, and thus, these powerful methods hamper the creation of new knowledge on the part of humans and the broader acceptance of this technology. Explainable Artificial Intelligence attempts to overcome this problem by making the results more interpretable, while Interactive Machine Learning integrates humans into the process of insight discovery. The paper builds on recent successes in combining these two cutting-edge technologies and proposes how Explanatory Interactive Machine Learning (XIL) is embedded in a generalizable Action Design Research (ADR) process \u2013 called XIL-ADR. This approach can be used to analyze data, inspect models, and iteratively improve them. The paper shows the application of this process using the diagnosis of viral pneumonia, e.g., Covid-19, as an illustrative example. 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