GenFacts-Generative Counterfactual Explanations for Multi-Variate Time Series

Abstract

Counterfactual explanations aim to enhance model transparency by showing how inputs can be minimally altered to change predictions. For multivariate time series, existing methods often generate counterfactuals that are invalid, implausible, or unintuitive. We introduce GenFacts, a generative framework based on a class-discriminative variational autoencoder. It integrates contrastive and classification-consistency objectives, prototype-based initialization, and realism-constrained optimization. We evaluate GenFacts on radar gesture data as an industrial use case and handwritten letter trajectories as an intuitive benchmark. Across both datasets, GenFacts outperforms state-of-the-art baselines in plausibility (+18.7%) and achieves the highest interpretability scores in a human study. These results highlight that plausibility and user-centered interpretability, rather than sparsity alone, are key to actionable counterfactuals in time series data.