Dynamic Feature Selection based on Rule-based Learning for Explainable Classification with Uncertainty Quantification

Dynamic feature selection (DFS) offers a compelling alternative to traditional, static feature selection by adapting the selected features to each individual sample. This provides insights into the decision-making process for each case, which makes DFS especially significant in settings where decision transparency is key, i.e., clinical decisions. However, existing DFS methods use opaque models, which hinder their applicability in real-life scenarios. DFS also introduces new own sources of uncertainty compared to the static setting, which is also not considered in the existing literature. In this paper, we formalize the additional sources of uncertainty in DFS, and give formulas to estimate them. We also propose novel approach by leveraging a rule-based system as a base classifier for the DFS process, which enhances decision interpretability compared to neural estimators. Finally, we demonstrate the competitive performance of our rule-based DFS approach against established and state-of-the-art greedy and reinforcement learning methods, which are mostly considered opaque, compared to our explainable rulebased system.