Classification / Regression Trees for multiple responses?
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Is there a way in Matlab to build classification/regression trees not only with multiple predictors for a single response, but for multiple predictors and MULTIPLE responses? So far, I have not found a way with fitctree and fitrtree. I am using Matlab 2015a.
Any help is appreciated!
Ilya on 17 Jul 2015
Suppose your predictors are arranged in matrix X of size N-by-P and your responses are arranged in matrix Y of size N-by-R. Then simply fit one column of Y at a time on the entire X. Grow 1st tree to fit Y(:,1) on X, fit 2nd tree to fit Y(:,2) on X etc. Then use all R trees for prediction.