add exercise multioutpu

Author: glemaitre

objectives.md

@@ -70,4 +70,8 @@
 - Exercise: show how to use subsampling.
 
 - Exercise: custom splitter with metadata routing on datetime info: year-based splitting with year passed as feature.
-    - clean implementation would require making `SkrubPipeline` implement the `get_metadata_routing` method like the `sklearn.pipeline.Pipeline` does.
+    - clean implementation would require making `SkrubPipeline` implement the `get_metadata_routing` method like the `sklearn.pipeline.Pipeline` does.
+
+- Exercise: Use a `sklearn.ensemble.RandomForestRegressor` to handle multioutput
+  horizon forecasts and show that it handles out of the box the multioutput
+  problem and thus is faster than using a `sklearn.multioutput.MultiOutputRegressor`.