Support multiple targets (multidimensional) `y`

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Assessment

Difficulty
4/5
Estimated time
3-5 days
Newbie friendliness
45/100
Issue type
Feature
Clarity
Mostly clear
Activity status
Stale
Tech stack
python

Research direction

Start with GeneralizedLinearRegressor.fit and compare the referenced scikit-learn ElasticNet behavior for multidimensional y. Trace how targets are currently handled, then verify that Gaussian GeneralizedLinearRegressor accepts multiple targets and behaves as a drop-in replacement for the referenced scikit-learn variants.

Written by the indexing model from the issue text.

Description

The sklearn.linear_model.ElasticNet (and friends) support this (ref). They simply iterate over each target. Supporting this would make it easier to use GeneralizedLinearRegressor(family="gaussian") as a drop-in replacement for the sklearn variants.

Dominant language
Python
Stars
386
Forks
36
Avg merge
23h 24m
Merged PRs (30d)
2

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