Virtual guiding fixtures constrain the movements of a robot to task-relevant trajectories, and have been successfully applied to, for instance, surgical and manufacturing tasks. Whereas previous work has considered guiding fixtures for single tasks, in this paper we propose a library of guiding fixtures for multiple tasks, and propose methods for 1) Creating and adding guides based on machine learning; 2) Selecting guides on-line based on probabilistic implementation of guiding fixtures; 3) Refining existing guides based on an incremental learning method. We demonstrate in an industrial task that a library of guiding fixtures provides an intuitive haptic interface for joint human-robot completion of tasks, and improves performance in terms of task execution time, mental workload and errors.