Train and predict two labels in a single process
This would not be possible since the two variables you are trying to predict are of a different type. You are first predicting the default label, which would be yes/no, so this is a classification problem. The second variable you are trying to predict is the prepayment percentage, which is a continuous variable, this is therefore a regression problem. You are not able to combine the two (i.e. a regressor and a classifier) into one model using RandomForestClassifier. You might be able to create a single model yourself that combines the two using the BaseForest base class.