<html xmlns="http://www.w3.org/1999/xhtml" xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office"><head><!--[if gte mso 9]><xml><o:OfficeDocumentSettings><o:AllowPNG/><o:PixelsPerInch>96</o:PixelsPerInch></o:OfficeDocumentSettings></xml><![endif]--></head><body><div class="yahoo-style-wrap" style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;"><div dir="ltr" data-setdir="false"><div><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;"><span style="border-color: currentcolor; border-style: none; border-width: 0px; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">Hello all,</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="border-color: currentcolor; border-style: none; border-width: 0px; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">My name is Paul and I am enthused about data science. I have been using Python and other programming languages for close to two years. There is an issue that I have been facing since I began applying Python to the analysis of
my research work.</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="border-color: currentcolor; border-style: none; border-width: 0px; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;"><br>
</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">My question has remained unanswered for months. Has anybody not run into the need to work with data whereby the regression results are a multiple output, in which the output parameters are correlated with each
other? This is called a multi-output multivariate problem. A version of random forest that handles multiple outputs is referred to as the multivariate random forest. It is implemented in the programming language, R (see attached reference documentation below).</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="border-color: currentcolor; border-style: none; border-width: 0px; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;"><br>
<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit; margin: 0px; padding: 0px; vertical-align: baseline;"><span style="border-color: currentcolor; border-style: none; border-width: 0px; color: inherit; font-family: inherit; font-size: inherit; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">Till date, there exists no such package in Python. My question is whether anybody knows how to go about implementing this. The random forest univariate regression case utilizes the Euclidean distance
as the measurement criteria, whereas the multivariate regression case uses the Mahalanobis distance, which takes into account the inter-relationships between the multiple outputs. I have inquired about an equivalent capability in Python for many years, but
it has still not been addressed. Such a multivariate random forest mode is very applicable to the type of research and analysis that I do. Could someone help, please?
</span></span></span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">Thank you,</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">Paul Ofoche</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;"> </span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
</span><p style="color: rgb(0, 0, 0); font-size: 11pt; line-height: 107%; margin: 0in 0in 8pt; text-align: justify;">
<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;">PS: This is an important need for multivariate output analysis as a technique to solving practical research problems. Here are some posted questions by various other Python users concerning this same issue.</span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
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<span style="background-attachment: scroll; background-image: none; background-size: auto; border: 0px none currentcolor; color: inherit; font-family: inherit; font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;"> </span></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
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<a href="https://datascience.stackexchange.com/questions/21637/code-for-multivariate-random-forest-in-python-r" style="border-color: currentcolor; border-style: none; border-width: 0px; font-family: inherit; font-size: inherit; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;" data-auth="NotApplicable" rel="nofollow" target="_blank"><b><span style="border-color: windowtext; border-style: none; border-width: 1pt; color: rgb(84, 75, 194); font-size: 12pt; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: normal; margin: 0px; padding: 0in; vertical-align: baseline;">https://datascience.stackexchange.com/questions/21637/code-for-multivariate-random-forest-in-python-r</span></b></a></p><span style="color: inherit; font-style: inherit; font-weight: inherit; font-stretch: inherit; font-size: inherit; line-height: inherit; font-family: inherit;">
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<a href="https://stackoverflow.com/questions/49391637/multi-output-regression" style="border-color: currentcolor; border-style: none; border-width: 0px; font-family: inherit; font-size: inherit; font-stretch: inherit; font-style: inherit; font-weight: inherit; line-height: inherit; margin: 0px; padding: 0px; vertical-align: baseline;" data-auth="NotApplicable" rel="nofollow" target="_blank" class="enhancr_card_1438705237">Multi-output regression</a></p><div><br></div><div id="ydpd279c0a0enhancr_card_1438705237" class="ydpd279c0a0yahoo-link-enhancr-card ydpd279c0a0ymail-preserve-class ydpd279c0a0ymail-preserve-style" style="max-width:400px;font-family:"Helvetica Neue", "Segoe UI", Helvetica, Arial, sans-serif" data-url="https://stackoverflow.com/questions/49391637/multi-output-regression" data-type="YENHANCER" data-size="MEDIUM" contenteditable="false"><a href="https://stackoverflow.com/questions/49391637/multi-output-regression" style="text-decoration:none !important;color:#000 !important" class="ydpd279c0a0yahoo-enhancr-cardlink" rel="nofollow" target="_blank"><table border="0" class="ydpd279c0a0card-wrapper ydpd279c0a0yahoo-ignore-table" cellpadding="0" cellspacing="0" style="max-width:400px"><tbody><tr><td width="400"><table border="0" class="ydpd279c0a0card ydpd279c0a0yahoo-ignore-table" cellpadding="0" cellspacing="0" width="100%" style="max-width:400px;border-width:1px;border-style:solid;border-color:rgb(224, 228, 233);border-radius:2px"><tbody><tr><td class="ydpd279c0a0card-primary-image-cell" background="https://s.yimg.com/lo/api/res/1.2/1wUG32ibNb9ItOe48vjFFw--~A/Zmk9ZmlsbDt3PTQwMDtoPTIwMDthcHBpZD1pZXh0cmFjdA--/https://cdn.sstatic.net/Sites/stackoverflow/img/apple-touch-icon@2.png?v=73d79a89bded.cf.jpg" bgcolor="#000000" valign="top" height="175" style="background-color: rgb(0, 0, 0); background-size: cover; position: relative; border-radius: 2px 2px 0px 0px; min-height: 175px;"><!--[if gte mso 9]><v:rect fill="true" stroke="false" style="width:396px;height:175px;position:absolute;top:0;left:0;"><v:fill type="frame" color="#000000" src="https://s.yimg.com/lo/api/res/1.2/1wUG32ibNb9ItOe48vjFFw--~A/Zmk9ZmlsbDt3PTQwMDtoPTIwMDthcHBpZD1pZXh0cmFjdA--/https://cdn.sstatic.net/Sites/stackoverflow/img/apple-touch-icon@2.png?v=73d79a89bded.cf.jpg"/></v:rect><![endif]--><table border="0" class="ydpd279c0a0card-overlay-container-table ydpd279c0a0yahoo-ignore-table" cellpadding="0" cellspacing="0" style="width:100%"><tbody><tr><td class="ydpd279c0a0card-overlay-cell" background="https://s.yimg.com/cv/ae/nq/storm/assets/enhancrV21/1/enhancr_gradient-400x175.png" bgcolor="transparent" valign="top" style="background-color: transparent; border-radius: 2px 2px 0px 0px; min-height: 175px;"><!--[if gte mso 9]><v:rect fill="true" stroke="false" style="width:396px;height:175px;position:absolute;top:-18px;left:0;"><v:fill type="pattern" color="#000000" src="https://s.yimg.com/cv/ae/nq/storm/assets/enhancrV21/1/enhancr_gradient-400x175.png"/><v:textbox inset="0,0,20px,0"><![endif]--><table border="0" class="ydpd279c0a0yahoo-ignore-table" height="175" style="width: 100%; min-height: 175px;"><tbody><tr><td class="ydpd279c0a0card-richInfo2" style="text-align:left;padding:15px 0 0 15px;vertical-align:top"></td><td class="ydpd279c0a0card-actions" style="text-align:right;padding:15px 15px 0 0;vertical-align:top"><div class="ydpd279c0a0card-share-container"></div></td></tr></tbody></table><!--[if gte mso 9]></v:textbox></v:rect><![endif]--></td></tr></tbody></table></td></tr><tr><td><table border="0" align="center" class="ydpd279c0a0card-info ydpd279c0a0yahoo-ignore-table" cellpadding="0" cellspacing="0" style="background:#fff;position:relative;z-index:2;width:100%;max-width:400px;border-radius:0 0 2px 2px;border-top:1px solid rgb(224, 228, 233)"><tbody><tr><td style="background-color:#ffffff;padding:16px 0 16px 12px;vertical-align:top;border-radius:0 0 0 2px"></td><td style="vertical-align:middle;padding:12px 24px 16px 12px;width:99%;font-family:"Helvetica Neue", "Segoe UI", Helvetica, Arial, sans-serif;border-radius:0 0 2px 0"><h2 class="ydpd279c0a0card-title" style="font-size: 14px; line-height: 19px; margin: 0px 0px 6px; font-family: "Helvetica Neue", "Segoe UI", Helvetica, Arial, sans-serif; color: rgb(38, 40, 42);">Multi-output regression</h2><p class="ydpd279c0a0card-description" style="font-size: 12px; line-height: 16px; margin: 0px; color: rgb(151, 155, 167);">I have been looking in to Multi-output regression the last view weeks. I am working with the scikit learn packag...</p></td></tr></tbody></table></td></tr></tbody></table></td></tr></tbody></table></a></div><div><br></div><div><br></div></div><br></div></div></body></html>