*Result*: A Comparison of Three Machine Learning Methods for Multivariate Genomic Prediction Using the Sparse Kernels Method (SKM) Library.

*Genomic selection (GS) changed the way plant breeders select genotypes. GS takes advantage of phenotypic and genotypic information to training a statistical machine learning model, which is used to predict phenotypic (or breeding) values of new lines for which only genotypic information is available. Therefore, many statistical machine learning methods have been proposed for this task. Multi-trait (MT) genomic prediction models take advantage of correlated traits to improve prediction accuracy. Therefore, some multivariate statistical machine learning methods are popular for GS. In this paper, we compare the prediction performance of three MT methods: the MT genomic best linear unbiased predictor (GBLUP), the MT partial least squares (PLS) and the multi-trait random forest (RF) methods. Benchmarking was performed with six real datasets. We found that the three investigated methods produce similar results, but under predictors with genotype (G) and environment (E), that is, E + G, the MT GBLUP achieved superior performance, whereas under predictors E + G + genotype × environment (GE) and G + GE, random forest achieved the best results. We also found that the best predictions were achieved under the predictors E + G and E + G + GE. Here, we also provide the R code for the implementation of these three statistical machine learning methods in the sparse kernel method (SKM) library, which offers not only options for single-trait prediction with various statistical machine learning methods but also some options for MT predictions that can help to capture improved complex patterns in datasets that are common in genomic selection.*