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Multi-output regression metrics #1032
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enhancement
New feature or request
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Would be very much appreciated! A use-case would be a forecasting model in which many weeks are forecasted and you'd want to monitor short-term forecasting and long-term forecasting. |
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Such as in regression models like Multi-task Lasso, where problems are solved jointly, would it be possible/is it planned to evaluate regression metrics jointly? i.e. We can see the effect of (single or multiple) x on multiple dimensions of y. This would mean allowing multiple target columns and multiple prediction columns for regressions.
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