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Interpretable machine learning offers insights into what factors drive a certain prediction of a black-box system. A large number of interpreting methods focus on identifying explanatory input features, which generally fall into two main categories: attribution and selection. A popular attribution-based approach is to exploit local neighborhoods for learning instance-specific explainers in an additive manner. The process is thus inefficient and susceptible to poorly-conditioned samples. Meanwhile, many selection-based methods directly optimize local feature distributions in an instance-wise training framework, thereby being capable of leveraging global information from other inputs. However, they can only interpret single-class predictions and many suffer from inconsistency across different settings, due to a strict reliance on a pre-defined number of features selected. This work exploits the strengths of both methods and proposes a framework for learning local explanations simultaneously for multiple target classes. Our model explainer significantly outperforms additive and instance-wise counterparts on faithfulness with more compact and comprehensible explanations. We also demonstrate the capacity to select stable and important features through extensive experiments on various data sets and black-box model architectures.