Multi-target regression
Albi32 opened this issue · 2 comments
Albi32 commented
Hi!
I really like your work with M5P, I would like to ask if it can be used for multi-target regression.
Thank you!
smarie commented
Hello @Albi32, thanks for the kind words !
Unfortunately the current implementation does not support it. In terms of design, the "easiest" way to support multi-target regression would be to create one independent M5P model per target. This is supported in scikit-learn, using the MultiOutputRegressor meta-model: https://scikit-learn.org/stable/modules/multiclass.html#multioutputregressor
Would this suit your needs?