This would nice to add multi-output support to bagging as in the sklearn.ensemble.forest module. Some code could be refactored.
I'll try to work on this one.
Is this issue still open? If not, I'd like to pick it up!
I haven't really worked on it so you are welcome to pick it up if you want!
You might want to have a look at the forest code from 0.14 which is similar to what should be done in the multi-output setting.
Yup! I've been cribbing a good amount from the forest.py code.
I think everything is just about done, but I do have a quick question: is there a notion of a "decision function" in a multi-output setting? I did a quick look and all the estimators implementing a decision_function method seem to only have single-dim outputs.
With multi-output data, I would go with a list of arrays. One array for each output.
Okay - I've submitted a pull request #3798