Recent advances in machine learning allow us to analyze and describe the content of high-dimensional data like text, audio, images or other signals. In order to visualize that data in 2D or 3D, usually Dimensionality Reduction (DR) techniques are employed. Most of these techniques, e.g., PCA or t-SNE, produce static projections without taking into account corrections from humans or other data exploration scenarios. In this work, we propose the interactive Similarity Projection (iSP), a novel interactive DR framework based on similarity embeddings, where we form a differentiable objective based on the user interactions and perform learning using gradient descent, with an end-to-end trainable architecture. Two interaction scenarios are evaluated. First, a common methodology in multidimensional projection is to project a subset of data, arrange them in classes or clusters, and project the rest unseen dataset based on that manipulation, in a kind of semi-supervised interpolation. We report results that outperform competitive baselines in a wide range of metrics and datasets. Second, we explore the * Corresponding author. Work done while at the Aristotle University of Thessaloniki.