The docs on sklearn.multioutput.MultiOutputRegressor state that it implements a strategy for extending regressors that do not natively support multi-target regression.
I'm interested to know: which ones do natively support multi-target regression ? (and/or how can I find out?)
based on this article, I assume:
ExtraTreesRegressor
KNeighborsRegressor
LinearRegression
RidgeCV
All support this? (unless I'm getting confused and a 'multi-output estimator' is not the same thing as 'a regressor that natively supports multi-target regression'; I'm new to this!)