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The docstring you quote is indeed incorrect. Since MLJBase 1.0, multitarget_l2 should be used here instead of l2. Also, there is no longer any need to convert y and yhat to matrices, as multi target measures in StatisticalMeasures support most tables.
A fix to the docstring is cross-referenced above if you wish to see the corrected example now.
I was trying to run the following example available in the documentation
Error log is so long but here is a snippet:
Which seems to stem from the following:
Possibly some missing dots?
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