scikit-learn/scikit-learn — pull request #913 by vene (2012-06-20 15:22:42+00:00)
Title: WIP: suport for multiple targets in linear models

As part of the scikit-learn-speed project, here's the current status of a trivial enhancement.

This makes linear models accept 2d arrays for y intelligently, by moving redundant computation out of the loop.
This does NOT mean multitask learning, the correlation between the targets is not taken into account, it's the same as y.shape[1] different copies of the estimator.

More details in the [working notes](https://github.com/scikit-learn/scikit-learn-speed/wiki/Linear-models).

TODO list:

☑ LassoLars multiple targets.
☐ Improve this TODO list
☐ Multiprocessing
☐ Other estimators
☐ Test coverage
☐ Update the docs