Sequential data is generated in many domains of science and technology. Although many studies have been carried out for sequence classification in the past decade, the problem is still a challenge, particularly for pattern-based methods. We identify two important issues related to pattern-based sequence classification which motivate the present work: the curse of parameter tuning and the instability of common interestingness measures. To alleviate these issues, we suggest a new approach and framework for mining sequential rule patterns for classification purpose. We introduce a space of rule pattern models and a prior distribution defined on this model space. From this model space, we define a Bayesian criterion for evaluating the interest of sequential patterns. We also develop a parameter-free algorithm to efficiently mine sequential patterns from the model space. Extensive experiments show that (i) the new criterion identifies interesting and robust patterns, (ii) the direct use of the mined rules as new features in a classification process demonstrates higher inductive performance than the state-of-the-art sequential pattern based classifiers.

This paper presents a method to interpret the output of a classification (or regression) model. The interpretation is based on two concepts: the variable importance and the value importance of the variable. Unlike most of the state of art interpretation methods, our approach allows the interpretation of the model output for every instance. Understanding the score given by a model for one instance can for example lead to an immediate decision in a customer relational management (CRM) system. Moreover the proposed method does not depend on a particular model and is therefore usable for any model or software used to produce the scores.