[FEA] Support multi-target for cuML ridge regression

[jagandecapri]

Is your feature request related to a problem? Please describe.

I wish cuML Ridge Regression supports multi-target ( y = (n_samples, n_targets) ) such as Sklearn Ridge Regression

[github-actions]

This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

[jagandecapri]

Hi CuML team, any update on the prioritization of this feature request?

[github-actions]

This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

[berkgercek]

Also chiming in as this is a greatly needed feature, as it would allow for using some of sklearns more helpful hyperparameter optimization routines like GridSearchCV with multiple targets too.

[csmfindling]

Yes I agree that multi-target would be great. do you think that it is implementable?

[github-actions]

This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

[github-actions]

This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.