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features: Manually setting the validation set for multi-output task #1302

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@lizhuoq lizhuoq commented May 5, 2024

Why are these changes needed?

For original multi-output tasks where the eval_method is holdout, manual setting of the validation set was not possible. This commit introduces a new feature allowing manual setting of the validation set for multi-output tasks.

model = MultiOutputRegressor(
    AutoML(
        task="regression",
        time_budget=1,
        eval_method="holdout",
        multioutput_train_size=len(X_train)
    )
)
model.fit(
    pd.concat([X_train, X_val]),
    pd.concat([y_train, y_val])
)

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@lizhuoq
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lizhuoq commented May 5, 2024

@microsoft-github-policy-service agree

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LGTM!

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