Machine learning has recently emerged as a promising approach for studying complex phenomena characterized by rich datasets. In particular, data-centric approaches lead to the possibility of automatically discovering structures in experimental datasets that manual inspection may miss. Here, we introduce an interpretable unsupervised-supervised hybrid machine learning approach, the hybrid-correlation convolutional neural network (hybrid-CCNN), and apply it to experimental data generated using a programmable quantum simulator based on Rydberg atom arrays. Specifically, we apply hybrid-CCNN to discover and identify new quantum phases on square lattices with programmable interactions. The initial unsupervised dimensionality reduction and clustering stage first reveals five distinct quantum phase regions. In a second supervised stage, we refine these phase boundaries and seek insights into the phases by training multiple CCNN classifiers. A learned spatial weighting, introduced to the CCNNs in this work, enables discovery of spatial structure at scales beyond the filter size. The characteristic spatial weightings and snippets of correlations specifically recognized in each phase capture quantum fluctuations in the striated phase and identify a previously undetected boundary-ordered phase as well as motifs of more exotic ordered phases. These observations demonstrate that a combination of programmable quantum simulators with machine learning can be used as a powerful tool for detailed exploration of correlated quantum states of matter. © 2023 authors. Published by the American Physical Society.