Multi-target regression

[Albi32]

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]

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?

[smarie]

Closing as answered