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What's your stance on supporting multi-output regressors? Would enable use cases such as uncertainty estimation where the learner might predict both a mean and a variance.
This might not be that hard to implement. It would start with modifying this line in DFMLAdaptor.predict()
and perhaps modifying the new output_col
kwarg to also accept a list of strings, i.e. one name for each type of output the regressor generates.