JuliaAI / MLJLinearModels.jl

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
MIT License
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multiobjective OLS #157

Open adienes opened 4 months ago

adienes commented 4 months ago

a la http://www.seas.ucla.edu/~vandenbe/133A/lectures/mols.pdf

probably just a matter of adding a dispatch for y::AbstractMatrix and stacking the columns

but first wanted to see if there is receptiveness to making multiobjective OLS part of the API before putting in any work for an implementation