[scikit-learn] How does multiple target Ridge Regression work in scikit learn?

[Peer Nowack]

Hi all,

I am struggling to understand the following:

Scikit-learn offers a multiple output version for Ridge Regression, simply
by handing over a 2D array [n_samples, n_targets], but how is it
implemented?

http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Ridge.html

Is it correct to assume that each regression for each target is
independent? Under these circumstances, how can I adapt this to use
individual alpha regularization parameters for each regression? If I use
GridSeachCV, I would have to hand over a matrix of possible regularization
parameters, or how would that work?

Thanks in advance - I have been searching for hours but could not find
anything on this topic.
Peter
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