When you create an interactive grooming description, Maya assigns the hairPhysicalShader to the hairs. You can use the Arnold for Maya renderer to render the hair with this shader or assign a custom hair shader.
You can also render your hair shader using the hair swatch geometry in the Material Viewer in the Hypershade. See Render your shading network in real-time in the Hypershade Material Viewer.
To render interactive groom hair using Arnold for Maya
In the Arnold Render tab of the Render Settings window, under Sampling do the following:
If you use indirect illumination in your scene, increase the Ai Kd Ind (indirect diffuse) value in the hairPhysicalshader attributes. By default Ai Kd Ind is set to 0. Ai Kd Ind is located in the Extra Attributes section.