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Fault diagnosis is important in rotor systems because severe damage can occur during the operation of systems under harsh conditions. The advancements in machine learning and deep learning have led to enhanced performance of classification. Two important elements of fault diagnosis using machine learning are data preprocessing and model structure. Multi-class classification is used to classify faults into different single types, whereas multi-label classification classifies faults into compound types. It is valuable to focus on the capability of detecting compound faults because multiple faults can exist simultaneously. Diagnosis of untrained compound faults is also a merit. In this study, input data were first preprocessed with short-time Fourier transform. Then, a model was built for classification of the state of the system based on multi-output classification. Finally, the proposed model was evaluated based on its performance and robustness for classification of compound faults. This study proposes an effective model based on multi-output classification, which can be trained using only single fault data for the classification of compound faults and confirms the robustness of the model to changes in unbalance.