We will start by learning a model for the heating load by setting the class attribute at the feature position:

data.setClassIndex(data.numAttributes() - 2); 

The second target variable, the cooling load, can now be removed:

//remove last attribute Y2 
Remove remove = new Remove(); 
remove.setOptions(new String[]{"-R", data.numAttributes()+""}); 
remove.setInputFormat(data);
data = Filter.useFilter(data, remove);