I am trying to perform a MultiOutput Regression using ElasticNet and Random Forests as follows: from sklearn.ensemble import RandomForestRegressor from sklearn.multioutput import MultiOutputRegressor from sklearn.linear_model import ElasticNet X_train, X_test, y_train, y_test = train_test_split(X_features, y, test_size=0.30,random_state=0) Elastic Net l1_range=np.arange(0.1,1.05,0.1).tolist() regr_Enet=ElasticNetCV(cv=5,copy_X=True,n_alphas=100,l1_ratio=l1_range,selection='cyclic',normalize=False,verbose =2,n_jobs=1) regr_multi_Enet= MultiOutputRegressor(regr_Enet)##ElasticNetCV regr_multi_Enet.fit(X_train, y_train) Random Forest max_depth = 20 number_of_trees=100 regr_multi_RF=MultiOutputRegressor(RandomForestRegressor(n_estimators=number_of_trees,max_depth=max_depth,random_state=0,n_jobs=1,verbose=1)) regr_multi_RF.fit(X_train, y_train) y_multirf = regr_multi_RF.predict(X_test) Everything is going well, however I haven't found a way to obtain the coefficients (coef_ ) or most important features (feature_importances_) of the model. When I write: regr_multi_Enet.coef_ regr_multi_RF.feature_importances_ It shows the following error: AttributeError: 'MultiOutputRegressor' object has no attribute 'feature_importances_' AttributeError: 'MultiOutputRegressor' object has no attribute 'coef_' I have read the documentation on MultiOutputRegressor but I cannot find a way to extract the coefficients. How to retrieve them? Continue reading...