################
Multiple Outputs
################
.. versionadded:: 1.6
Starting from version 1.6, XGBoost has experimental support for multi-output regression
and multi-label classification with Python package. Multi-label classification usually
refers to targets that have multiple non-exclusive class labels. For instance, a movie
can be simultaneously classified as both sci-fi and comedy. For detailed explanation of
terminologies related to different multi-output models please refer to the
:doc:`scikit-learn user guide <sklearn:modules/multiclass>`.
.. note::
As of XGBoost 3.0, the feature is experimental and has limited features. Only the
Python package is tested. In addition, ``glinear`` is not supported.
**********************************
Training with One-Model-Per-Target
**********************************
By default, XGBoost builds one model for each target similar to sklearn meta estimators,
with the added benefit of reusing data and other integrated features like SHAP. For a
worked example of regression, see
:ref:`sphx_glr_python_examples_multioutput_regression.py`. For multi-label classification,
the binary relevance strategy is used. Input ``y`` should be of shape ``(n_samples,
n_classes)`` with each column having a value of 0 or 1 to specify whether the sample is
labeled as positive for respective class. Given a sample with 3 output classes and 2
labels, the corresponding `y` should be encoded as ``[1, 0, 1]`` with the second class
labeled as negative and the rest labeled as positive. At the moment XGBoost supports only
dense matrix for labels.
.. code-block:: python
from sklearn.datasets import make_multilabel_classification
import numpy as np
X, y = make_multilabel_classification(
n_samples=32, n_classes=5, n_labels=3, random_state=0
)
clf = xgb.XGBClassifier(tree_method="hist")
clf.fit(X, y)
np.testing.assert_allclose(clf.predict(X), y)
The feature is still under development with limited support from objectives and metrics.
*************************
Training with Vector Leaf
*************************
.. versionadded:: 2.0
.. note::
This is still working-in-progress, and most features are missing.
XGBoost can optionally build multi-output trees with the size of leaf equals to the number
of targets when the tree method `hist` is used. The behavior can be controlled by the
``multi_strategy`` training parameter, which can take the value `one_output_per_tree` (the
default) for building one model per-target or `multi_output_tree` for building
multi-output trees.
.. code-block:: python
clf = xgb.XGBClassifier(tree_method="hist", multi_strategy="multi_output_tree")
See :ref:`sphx_glr_python_examples_multioutput_regression.py` for a worked example with
regression.