In this paper, we propose a data-driven approach to group users in a Non-Orthogonal Multiple Access (NOMA) MIMO setting. Specifically, we formulate user clustering as a multi-label classification problem and solve it by coupling a Classifier Chain (CC) with a Gradient Boosting Decision Tree (GBDT), namely, the LightGBM algorithm. The performance of the proposed CC-LightGBM scheme is assessed via numerical simulations. For benchmarking, we consider two classical adaptation learning schemes: Multi-Label k-Nearest Neighbours (ML-KNN) and Multi-Label Twin Support Vector Machines (ML-TSVM); as well as other naive approaches. Besides, we also compare the computational complexity of the proposed scheme with those of the aforementioned benchmarks.