Implementing a multi-objective regression model #208
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byte-sculptor
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Dec 14, 2020
source/Mlos.Python/mlos/Optimizers/RegressionModels/MultiObjectiveRegressionModel.py
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byte-sculptor
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grlap
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Dec 15, 2020
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FYI the scikit-learn decision trees and random forests support multiple targets natively, which allows sharing some structure of the tree, instead of modeling them independently. |
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This PR introduces a multi-objective random forest model, which is essentially a collection of single-objective random forests - each predicting a different objective.
This model is not yet exposed as part of the optimizer.