Algorithm 1.

Counterfactual Generation

Input: query_instance_set $(U)$, prototype_set $(S)$
Parameter: num_cfs $(E)$, variables_not_vary $\left(H_c\right)$
Output: The set of counterfactual examples $CF$
1:	Initialize empty list lst_CF
2:	Initialize num cfs$(E)$
3:	prototypes select$\left(P^{\prime }\right)$ ← $S$[$S$.class ≠ query$\left(q_i\right)$.class]
4:	for each $q_i$ in $U$ do
5:	$T$ ← concat $\left[q_i,P^{\prime }\right]$
6:	k_dTree ← Build_k_d_tree$(T)$
7:	num_neighbors $\left(N^{\prime }\right)$ ← num_cfs$(E)$
8:	while $N^{\prime }$ ≤ len$\left(P^{\prime }\right)$ do
9:	$NN$ ← k_dTree.search$\left[q_i,N^{\prime }\right]$
10:	$NN$.indices = constraints_check$\left(NN,H_c\right)$
11:	if len($NN$.indices) < num_cfs$(E)$ then
12:	$N^{\prime }\leftarrow N^{\prime }+1$
13:	else
14:	lst_CF ← concat[lst_CF, NN.indices]
15:	break
16:	end if
17:	end while
18:	Can not find enough counterfactuals
19:	end for
20:	Create counterfactuals using indices from lst_CF