Parameterized feedforward control is at the basis of many successful control applications with varying references. The aim of this paper is to develop an efficient data-driven approach to learn the feedforward parameters for MIMO systems. To this end, a cost criterion is minimized using a stochastic gradient descent algorithm, in which both the search direction and step size are determined through system experiments. In particular, the search direction is chosen as an unbiased estimate of the gradient which is obtained from a single experiment, regardless of the size of the MIMO system. The approach is illustrated using a simulation example, in which it is shown to be superior to a deterministic method in terms of convergence speed and thus...