Probability Series Expansion Classifier that is Interpretable by Design

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The accuracy of the predicted probability can be improved by measuring more probability estimates from the training data to create a series expansion that refines the predicted probability. We use this work to classify four standard datasets and achieve accuracies comparable to that of Random Forests. Because this technique is interpretable by design, it is capable of determining the combinations of features that contribute to a particular classification probability for individual cases as well as the weightings of each of combination of features.