catboost / catboost/catboost

How multi output regression/classification internally works?

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Hi! I searched extensively and couldn't find a response to the question from @kmedved here https://github.com/catboost/catboost/issues/547

https://github.com/catboost/catboost/issues/547#issuecomment-627717931
> How does this functionality work exactly? Is this fitting independent models for each target, or is there some relationship between the targets being captured as well?
>
> Thanks!

It would be great to clarify this point and also including it in the documentation.

Thanks

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