This will depend on the type of tenancy you grant.
Joint and several
If you grant a joint and several tenancy where all the tenants are on one agreement, then, in legal terms, this no different to letting a normal house to a single family. Therefore, one EPC will be required for the whole house.
Individual let rooms
If you let each room individually on separate tenancies, then according to the DCLG guidance, an EPC is not required: "An EPC is only required for a dwelling that is self-contained, meaning that it does not share essential facilities such as a bathroom/shower room, wc or kitchen with any other dwelling, and that it has its own entrance, either from outside or through common parts, that is not through another unit." [Page 10 Energy performance certificates for dwellings in the social and private rented sectors]