I the case of LinearRegression independent models are being fit for
each response. But this is not the case for every multi-response
estimator. Afaik, the multi response regression forests in sklearn
will consider the correlation between features.
--
Flavio


On Fri, Sep 5, 2014 at 11:03 AM, Philipp Singer <[email protected]> wrote:
> Hey!
>
> I am currently working with data having multiple outcome variables. So for 
> example, my outcome I want to predict can be of multiple dimension. One line 
> of the data could look like the following:
>
> y = [10, 15]  x = [13, 735478, 0.555, …]
>
> So I want to predict all dimensions of the outcome.
>
> I have seen that some algorithms can predict such multiple targets. I have 
> tried it with LinearRegression and it seems to work fine.
>
> I have not found a clear description of how this works though. Does it fit 
> one Regression separately for each outcome variable?
>
> Best,
> Philipp
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