This purpose of this study is to evaluate the safety and to find the optimal dose in participants with human epidermal growth factor receptor 2 (HER2) positive breast cancer who are given the combination of Interferon-gamma with paclitaxel, trastuzumab and pertuzumab. This study will also look at other effects of Interferon-gamma with paclitaxel, trastuzumab and pertuzumab, including its effect on this type of cancer.