Hi All,

I'm new to the mailing list, so sorry if this is the wrong way to go about
requesting information about work that is underway.

I was wondering if there was any work planned on supporting multiple
targets for the SGDRegression class. I've recently had a problem with
multiple targets and the easiest way to resolve this was by creating
multiple instances of the class - one for each target. To keep things
simple I was thinking of encapsulating this behavior inside the
SGDRegression class for the case of multiple targets.

Please let me know if any work is under way on handling multiple targets,
if the suggested solution is viable, and any foreseen difficulties. If it
is worthwhile I'll submit a pull request.

Thanks
Andy
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