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Regression trees for multi-dimensional dependent variable?

My dependent variable is a multi- (say 10-20) dimensional vector; the obvious measure of distance between two points is L2-norm and I'd be happy to use that. My explanatory variables (features) are either categorical or continuous. Is there a regression tree function/class that would allow for multi-dimensional y? fitrtree unfortunately requires a scalar. 
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Pawel
12/21/2016 4:30:03 PM
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On 12/21/2016 11:30 AM, Pawel wrote:
> My dependent variable is a multi- (say 10-20) dimensional vector; the
> obvious measure of distance between two points is L2-norm and I'd be
> happy to use that. My explanatory variables (features) are either
> categorical or continuous. Is there a regression tree function/class
> that would allow for multi-dimensional y? fitrtree unfortunately
> requires a scalar.

Can you simply fit a decision tree to each dimension in your dependent 
vector separately?

You mention distance between two points but I am not sure what you mean 
by that distance nor how the choice of L2 is relevant. Regression tree 
minimizes mean squared error for scalar response, if that helps.     -Ilya

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Ilya
12/21/2016 8:48:47 PM
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