When we learn a new skill (e.g., golf) without a coach, we are "active learners": we have to choose the specific components of the task on which to train (e.g., iron, driver, putter, etc.). What guides our selection of the training sequence? How do choices that people make compare with choices made by machine learning algorithms that attempt to optimize performance? We asked subjects to learn the novel dynamics of a robotic tool while moving it in four directions. They were instructed to choose their practice directions to maximize their performance in subsequent tests. We found that their choices were strongly influenced by motor errors: subjects tended to immediately repeat an action if that action had produced a large error. This strategy was correlated with better performance on test trials. However, even when participants performed perfectly on a movement, they did not avoid repeating that movement. The probability of repeating an action did not drop below chance even when no errors were observed. This behavior led to suboptimal performance. It also violated a strong prediction of current machine learning algorithms, which solve the active learning problem by choosing a training sequence that will maximally reduce the learner's uncertainty about the task. While we show that these algorithms do not provide an adequate description of human behavior, our results suggest ways to improve human motor learning by helping people choose an optimal training sequence.