Multi-target Linear Regression

Multi-target data sets

It’s common in real applications to predict more than one target from given features. The data setUCI_Dataset we’ve discussed in the previous lesson comes from a similar scenario. We’ve already approximated a single target given its multiple features. In this lesson, we’ll predict both Y1 (heating load) and Y2 (cooling load), given X1 to X8 features. We can do so using multi-target linear regression. Formally, if $\bold{x_1},\bold{x_2},...,\bold{x_d}$ are the feature columns and $\bold{y_1},\bold{y_2},...,\bold{y_c}$ are the target columns, we can define data matrix as $A_{n \times d} = \begin{bmatrix}\bold{x_1}&\bold{x_2}&...&\bold{x_d}\end{bmatrix}$ ...