Re: [scikit-learn] Need for multioutput multivariate algorithm for Random Forest in Python (using Mahalanobis distance)

2020-02-14 Thread Paul Chike Ofoche via scikit-learn
Scikit-learn random forest does not handle the multi-output case, but only maps to each output one at a time, thereby not accounting for the correlation between multi-outputs, which is what the Mahalanobis distance does. I, as well as other researchers have observed this issue for as much as tw

Re: [scikit-learn] Need for multioutput multivariate algorithm for Random Forest in Python (using Mahalanobis distance)

2020-02-14 Thread Nicolas Hug
Hi Paul, The way multioutput is handled in decision trees (and thus in the forests) is described in https://scikit-learn.org/stable/modules/tree.html#multi-output-problems. As you can see, the correlation between the output values *is* taken into account. Can you explain what you would like