Multi-output regression metrics

[rollersteaam]

Such as in regression models like Multi-task Lasso, where problems are solved jointly, would it be possible/is it planned to evaluate regression metrics jointly? i.e. We can see the effect of (single or multiple) x on multiple dimensions of y. This would mean allowing multiple target columns and multiple prediction columns for regressions.

[DonnyWhoLovedBowling]

Would be very much appreciated! A use-case would be a forecasting model in which many weeks are forecasted and you'd want to monitor short-term forecasting and long-term forecasting.