Here is your tabular typeset approximately how I would have done in my documents. I have one grade smaller letters in the heading, and italic instead of bold to emphasise headings and numbers. this is based on the recommendation in a text book for the typography study in Norway. 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:
\setlength{\extrarowheight}{1pt}
\renewcommand{\arraystretch}{1.1}
\setlength{\tabcolsep}{4pt}
The first command moves the cell content a little bit down. The second increases the spacing between rows (creates some air). The third command decreases the spacing between columns.
I have removed all vertical rules and used a heavier rule and added space instead of double \hlines; all according to recommendations 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 used the array package to have more flexible table 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 numbers. Since all cells have the same number of decimals, you can use simple r-columns in combination with an array-trick to typeset 1.21 / 2.35. To typeset the slash between each pair of numbers, I use r@{\,/\,}r, which removes all space between the two columns and replaces it with two tiny spaces (\,) and the slash in between.
In the headings, I have merged two columns using multicolumn. For additional tips on how to typeset a tabular, I checked a text book used from the mid-fifties for educating typographers in Norway. I have updated my example to be more in:

\documentclass{article}
\usepackage[left=1.5cm, right=1.5cm]{geometry}
\usepackage{makecell, array, booktabs, multirow, caption}
\setlength{\extrarowheight}{1pt}
\renewcommand{\arraystretch}{1.2}
\setlength{\tabcolsep}{4.5pt}
\begin{document}
\begin{table}[!t]
\caption{Tabular with lots of columns}
\centering
\begin{tabular}{@{\kern0.1em}cl r@{\kern0.05em/\kern0.05em}r r@{\kern0.05em/\kern0.05em}r r@{\kern0.05em/\kern0.05em}r r@{\kern0.05em/\kern0.05em}r r@{\kern0.05em/\kern0.05em}r r@{\kern0.05em/\kern0.05em}r r@{\kern0.05em/\kern0.05em}r@{\kern0.1em}}
\toprule
\multirow{2}{*}[-0.75ex]{\small{Metric}} & \multirow{2}{*}[-0.75ex]{\small{Dataset}} & \multicolumn{2}{c}{\multirow{2}{*}[-0.75ex]{\small{Linear}}}&\multicolumn{2}{c}{\multirow{2}{*}[-0.75ex]{\small{LSTM}}}&\multicolumn{2}{c}{\multirow{2}{*}[-0.75ex]{\small{S-LSTM}}}&\multicolumn{8}{c@{}}{\small{SGAN (Ours)}} \\\cmidrule(l){9-16}
\multicolumn{8}{l}{}&\multicolumn{2}{c}{\small{1V-1}}&\multicolumn{2}{c}{\small{1V-20}}&\multicolumn{2}{c}{\small{20V-20}}&\multicolumn{2}{c@{}}{\small{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&\emph{0.81}&\emph{0.60}&0.87 \\
&HOTEL&\emph{0.35}&\emph{0.39}&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&\emph{0.36}&\emph{0.60}&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&\emph{0.21}&\emph{0.34}&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&\emph{0.27}&0.42&0.29&\emph{0.42} \\\midrule
\multicolumn{1}{@{}l}{\emph{AVG}}&&0.54&0.79&0.43&0.70&0.45&0.72&0.49&0.74&0.45&0.67&\emph{0.39}&\emph{0.58}&0.41&0.61 \\\bottomrule\addlinespace[1ex]
&ETC&1.60&2.94&1.45&2.41&1.48&2.35&1.61&2.21&1.52&2.02&1.22&\emph{1.52}&\emph{1.19}&1.62 \\
&HOTEL&\emph{0.60}&\emph{0.72}&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&\emph{0.73}&\emph{1.22}&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&\emph{0.42}&0.69&0.43&\emph{0.68} \\
&ZARA2&0.95&1.48&0.65&1.11&0.70&1.17&0.66&1.11&0.61&1.01&\emph{0.54}&\emph{0.84}&0.58&0.84 \\\midrule
\multicolumn{1}{@{}l}{\emph{AVG}}&&0.98&1.59&0.91&1.52&0.91&1.54&1.00&1.54&0.93&1.41&\emph{0.78}&\emph{1.18}&0.81&1.21 \\\bottomrule
\end{tabular}
\end{table}
\end{document}
\multicolumnand\multirow. – leandriis Jul 21 '19 at 14:08\begin{tabular}{c|c|c|c|c|c|c|c|c} \multirow{2}{*}{\textbf{Metric}} &\multirow{2}{*}{\textbf{Dataset}} & \multirow{2}{*}{\textbf{Linear}} & \multirow{2}{*}{\textbf{LSTM}}& \multirow{2}{*}{\textbf{S-LSTM}}& \multicolumn{4}{c}{\textbf{SGAN (Ours)}}\\\&&&&& 1V-I&1V-20&20V20&20VP-20\\\\\hline\hline multirow{5}{*}{\textbf{ADE}}& \textbf{ETH} & ...& 061 / \textbf{0.81} & \textbf{0.60} / 0.87 \\ & \textbf{HOTEL} & ... & 0.52 / 0.67 \\\This is a code for a simple format without siunitx package and booktabs etc... You just need to complete it and to admultirowpackage in your preamble. – koleygr Jul 21 '19 at 14:18makecellto typeset the first headers. Just use two rows – Sveinung Jul 21 '19 at 20:47