Multi-target prediction: a unifying view on problems and methods

Many problem settings in machine learning are concerned with the simultaneous prediction of multiple target variables of diverse type. Amongst others, such problem settings arise in multivariate regression, multi-label classification, multi-task learning, dyadic prediction, zero-shot learning, network inference, and matrix completion. These subfields of machine learning are typically studied in isolation, without highlighting or exploring important relationships. In this paper, we present a unifying view on what we call multi-target prediction (MTP) problems and methods. First, we formally discuss commonalities and differences between existing MTP problems. To this end, we introduce a general framework that covers the above subfields as special cases. As a second contribution, we provide a structured overview of MTP methods. This is accomplished by identifying a number of key properties, which distinguish such methods and determine their suitability for different types of problems. Finally, we also discuss a few challenges for future research.