Hey!

I am currently working with data having multiple outcome variables. So for 
example, my outcome I want to predict can be of multiple dimension. One line of 
the data could look like the following:

y = [10, 15]  x = [13, 735478, 0.555, …]

So I want to predict all dimensions of the outcome.

I have seen that some algorithms can predict such multiple targets. I have 
tried it with LinearRegression and it seems to work fine.

I have not found a clear description of how this works though. Does it fit one 
Regression separately for each outcome variable?

Best,
Philipp
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