We need to build in algorithms for Multi-label classification. Currently we do not support any of BP-MLL or ML-kNN etc.
There are no support for Multi label classification by default in ML services. Users have to write their own code in Python/R or any language and go ahead with an ensemble of models. Why dont we have any support by default?

Hi Azure Customer,
Thank you for your feedback here. Your feedback has been forwarded to engineering team and is currently under review.
We will get back to you soon once we have any update.
Thank you for your understanding.
Regards,
Azure CXP Community