feat: add multi-target inference#87
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Support 2D y arrays in TabICLClassifier and TabICLRegressor for multi-target prediction. Each target is processed independently through the existing single-target pipeline and results are stacked. Also fix stale fitted attributes when re-fitting with a different n_targets, and ensure cache_mode_ is always initialized. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Looks interesting! If you are interested in building true joint multi-target regression (also for pre training) feel free to have a look into https://arxiv.org/abs/2601.05683 which describes which family of losses and architectures would be suitable. Given the joint distribution does not factorize it should help generalization. |
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Hi @giovp, Thanks a lot for this. You're right that the efficiency here is genuinely different from wrapping |
I've put together this PR to support 2D y arrays in TabICLClassifier and TabICLRegressor for multi-target prediction. Each target is processed independently through the existing single-target pipeline, and results are stacked.
It is useful in some contexts where I can max out GPU memory and do predictions over multiple columns in parallel. I understand the use case might be niche and so it might not be very useful for the project repo.
Thanks again for sharing weights and code!