Building explainable systems is a critical problem in the field of Natural Language Processing (NLP), since most machine learning models provide no explanations for the predictions. Existing approaches for explainable machine learning systems tend to focus on interpreting the outputs or the connections between inputs and outputs. However, the fine-grained information is often ignored, and the systems do not explicitly generate the human-readable explanations. To better alleviate this problem, we propose a novel generative explanation framework that learns to make classification decisions and generate fine-grained explanations at the same time. More specifically, we introduce the explainable factor and the minimum risk training approach that learn to generate more reasonable explanations. We construct two new datasets that contain summaries, rating scores, and fine-grained reasons. We conduct experiments on both datasets, comparing with several strong neural network baseline systems. Experimental results show that our method surpasses all baselines on both datasets, and is able to generate concise explanations at the same time.