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I have an image of a table that I want to replicate but I can't figure out how to do the multiple rows part (see left side of column) and the multiple columns part (see right side).

Is there a general way to do this? How do you go about creating such tables? The numbers are irrelevant, I'm looking for a piece of code that I can easily extend as necessary (add more rows/colums).

Edit:

Thanks to @leandriis, the following works well:

begintabularc
%toprule
Metric & Dataset & 
%multicolumn6cSGAN (Ours)\ cmidrule3-8 & &
makecell[b]20V-20 \ (pretrained) & makecell[b]20VP-20 \ (pretrained) & makecell[b]20VP-20 \ (retrained) & makecell[b]Mean \ Pooling & makecell[b]Random \ Pooling & makecell[b]Gumble \ Pooling\
midrule
 & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3 \
 ADE & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3\
 & ETH & 3 & 3 & 3 \ 
 AVG & & 3 & 3 & 3 \
 midrulemidrule
 & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3 \
 ADE & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3\
 & ETH & 3 & 3 & 3 \ 
 AVG & & 3 & 3 & 3 \
bottomrulebottomrule
endtabular

Here is a short code, that might serve as a place to start from. I have included some multicolumn an multirow commands in order to get the alignment that was mentioned in the question.

documentclassarticle
usepackagemultirow
begindocument

begintabularc
multirow2*textbfMetric & multirow2*textbfDataset & 
multicolumn3ctextbfSGAN (Ours)\
& & 1V-1 & 1V-20 & 20V-20\
hline hline
 & textbfETH & 3 & 3 & 3 \
 & textbfETH & 3 & 3 & 3 \
ADE & textbfETH & 3 & 3 & 3 \
 & textbfETH & 3 & 3 & 3\
 & textbfETH & 3 & 3 & 3 \
hline
textbfAVG & & & & \
hlinehline
 & textbfETH & 3 & 3 & 3 \
 & textbfETH & 3 & 3 & 3 \
ADE & textbfETH & 3 & 3 & 3 \
 & textbfETH & 3 & 3 & 3\
 & textbfETH & 3 & 3 & 3 \
hline
textbfAVG & & & & 
endtabular

enddocument

Here is also a suggestion on how to use the booktabs package in order to create a table that has no vertical and just a few horizontal lines with some additional white space around them. I'd also suggest to not use bold for the column headers and the contents of the first/second column:

documentclassarticle
usepackagebooktabs

begindocument

begintabularccccc
toprule
Metric & Dataset & 
multicolumn3cSGAN (Ours)\ cmidrule3-5
& & 1V-1 & 1V-20 & 20V-20\
midrule
ADE & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3\
 & ETH & 3 & 3 & 3 \ 
 AVG & & 3 & 3 & 3 \
 midrule
ADE & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3 \
 & ETH & 3 & 3 & 3\
 & ETH & 3 & 3 & 3 \ 
 AVG & & 3 & 3 & 3 \
bottomrule
endtabular

enddocument

Here is a comparison of both tables side by side:

For an improved alignment of the numbers in column 3-9 I'd suggest tue usage of the siunitx package.

Here is your tabular typeset approximately how I would have done in my documents. However, I would prefer small capital letters and italic instead of bold to emphasise headings and numbers. I increased the margins so the tabular fits between the margin.

In the preamble, I have used three commands to change the tabular's spacing:

setlengthextrarowheight1pt
renewcommandarraystretch1.1
setlengthtabcolsep4pt

The first moves the cell content a little bit down. The second increases the spacining between rows (creates some air). And the third decrease the spacing between columns.

I have removed all vertical rules and used heavier rules and added space instead of double rules, all according to recommendation in the booktabs manual. That package is used to typeset all rules, so you have suitable distance between rules and cell content. I have also use the array package to have more flexible commands.

NB! The booktabs manual is a must read if you want to typeset nice tabulars.

As you also will see, I use two right align column to typeset the number. Since all cells have the same number of decimals, you can use simple r-columns in combination with a array-trick to typeset 1.21 / 2.35. To typeset slash between the two columns of numbers, I use `r@,/,r, which removes all space between the two columns and replace it with small two tiny spaces and the slash.

In the heading I have moved together two columns using multicolumn.

documentclassarticle
usepackage[left=1.5cm, right=1.5cm]geometry
usepackagearray, booktabs

setlengthextrarowheight1pt
renewcommandarraystretch1.1
setlengthtabcolsep4pt

begindocument

begintabular@c>bfseriesc r@,/,r r@,/,r r@,/,r r@,/,r r@,/,r r@,/,r r@,/,r@

&&multicolumn6c&multicolumn8c@textbfSGAN (Ours) \cmidrule(l)9-16
textbfMetric & textbfDataset & multicolumn2ctextbfLinear&multicolumn2ctextbfLSTM&multicolumn2ctextbfS-LSTM&multicolumn2c1V-1&multicolumn2c1V-20&multicolumn2c20V-20&multicolumn2c@20VP-20 \midrule
&ETC&0.84&1.33&0.70&1.09&0.73&1.09&0.79&1.13&0.75&1.03&0.61&textbf0.81&textbf0.60&0.87 \
&HOTEL&textbf0.35&textbf0.39&0.55&0.86&0.49&079&0.71&1.01&0.63&0.90&0.48&0.72&0.52&0.67 \
ADE&UNIV&0.56&0.82&0.36&0.61&0.41&0.67&0.37&0.60&0.36&0.58&textbf0.36&textbf0.60&0.44&0.76 \
&ZARA1&0.41&0.62&0.25&0.41&0.27&0.47&0.25&0.42&0.23&0.38&textbf0.21&textbf0.34&0.22&0.35 \
&ZARA2&0.53&0.77&0.31&0.52&0.33&0.56&0.32&0.52&0.29&0.47&textbf0.27&0.42&0.29&textbf0.42 \midrule
multicolumn1@ltextbfAVG&&0.54&0.79&0.43&0.70&0.45&0.72&0.49&0.74&0.45&0.67&textbf0.39&textbf0.58&0.41&0.61 \bottomruleaddlinespace[1ex]
&ETC&1.60&2.94&1.45&2.41&1.48&2.35&1.61&2.21&1.52&2.02&1.22&textbf1.52&textbf1.19&1.62 \
&HOTEL&textbf0.60&textbf0.72&1.17&.1.91&1.01&1.76&1.44&2.18&1.32&1.97&0.95&1.61&1.02&1.37 \
FDE&UNIV&1.01&1.59&0.77&1.31&0.84&1.40&0.75&1.28&textbf0.73&textbf1.22&0.75&1.26&0.84&1.52 \
&ZARA1&0.74&1.21&0.53&0.88&0.56&1.00&0.53&0.91&0.48&0.84&textbf0.42&0.69&0.43&textbf0.68 \
&ZARA2&0.95&1.48&0.65&1.11&0.70&1.17&0.66&1.11&0.61&1.01&textbf0.54&textbf0.84&0.58&0.84 \midrule
multicolumn1@ltextbfAVG&&0.98&1.59&0.91&1.52&0.91&1.54&1.00&1.54&0.93&1.41&textbf0.78&textbf1.18&0.81&1.21 \bottomrule

endtabular
enddocument