Linear regression questions I am new to the field of machine learning and am just learning linear regression, and I have some questions about this concept:
Does linear regression allow vector-valued target variables?
Does linear regression not assume that the features are uncorrelated?


Does linear regression allow vector-valued target variables?

You can formulate that way. It'll be a parallel set of equations, $y=X\beta$, where $\beta$ is of size $f\times t$ ($f$ is number of features and $t$ is number of targets).

Does linear regression not assume that the features are uncorrelated?

I believe @Dave's comment and the associated post clears this question; but to reiterate, features can be correlated or uncorrelated. Linear regression does not assume anything.
