title: XGBoost for multilabel classification?
body: <p>Is it possible to use XGBoost for multi-label classification? Now I use <code>OneVsRestClassifier</code> over <code>GradientBoostingClassifier</code> from <code>sklearn</code>. It works, but use only one core from my CPU. In my data I have ~45 features and the task is to predict about 20 columns with binary (boolean) data. Metric is mean average precision (map@7). If you have a short example of code to share, that would be great.</p>