The multilinear regression model is a supervised learning algorithm that can be used to predict the target variable `y`

given multiple input variables `x`

. It is a linear regression problem where more than one input variables `x`

or features are used to predict the target variable `y`

. A typical use case of this algorithm is predicting the price of a house given its size, number of rooms, and age.

In previous tutorials, we focused on simple linear regression where we used only a single variable `x`

to predict the target variable `y`

. From here on weâ€™ll be working with multiple input variables for prediction. While this tutorial only focuses on a single output prediction `y`

from multiple input variables `x`

, in subsequent ones weâ€™ll introduce you to multiple input-multiple output regression problems. Usually, same practice is opted in real world scenarios to build more sophisticated neural network architectures.

This tutorial will show how you can implement a multi

linear regression model in PyTorch. Particularly, youâ€™ll learn:

- How to review linear regression in multiple dimensions.
- How to make predictions with multilinear regression model using Pytroch.
- How to use
`Linear`

class for multilinear regression in PyTorch. - How to build custom modules using
`nn.Module`

in PyTorch.

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## Overview

This tutorial is in three parts; they are

- Preparing Data for Prediction
- Using
`Linear`

Class for Multilinear Regression - Visualize the Results

## Preparing Data for Prediction

As in the case of simple linear regression model, letâ€™s initialize the weights and bias for our model. Note that we have used multi-dimensional tensors for our weights and bias as weâ€™ll be working with more than one input variables.

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import torch torch.manual_seed(42) # Setting weights and bias w = torch.tensor([[3.0], [4.0]], requires_grad=True) b = torch.tensor([[1.0]], requires_grad=True) |

Next, weâ€™ll define our forward function for prediction. Previously we used scalar multiplications but here we use the `mm`

function from PyTorch for **matrix multiplication**. This function implements a linear equation with more than one input variables. Note that multi-dimensional tensors are matrices and require a few rules to be followed, like matrix multiplication. Weâ€™ll discuss more on this later.

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# Defining our forward function for prediction def forward(x): # using mm module for matrix multiplication y_pred = torch.mm(x, w) + b return y_pred |

Now that we have initialized the weights and bias, and built a forward function for prediction, letâ€™s define a tensor `x`

for input variables.

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# define a tensor 'x' x = torch.tensor([[2.0, 4.0]]) # predict the value with forward function y_pred = forward(x) # show the result print("Printing Prediction: ", y_pred) |

This prints

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Printing Prediction: tensor([[23.]], grad_fn=<AddBackward0>) |

Note that in matrix multiplication `torch.mm(x, w)`

, the number of **columns** in the matrix `x`

must be equal to the number of **rows** in `w`

. In this case, we have a $1\times 2$ tensor for `x`

and $2\times 1$ tensor for `w`

, resulting in a $1\times 1$ tensor after matrix multiplication.

Similarly, we can apply the linear equation for multiple samples. For instance, letâ€™s create a tensor `X`

where each row represents a sample.

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# define a tensor 'X' with multiple rows X = torch.tensor([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]) |

For prediction, weâ€™ll use the same function as above.

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# Making predictions for Multi-Dimensional tensor "X" y_pred = forward(X) print("Predictions for 'X': ", y_pred) |

which prints

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Predictions for 'X': tensor([[12.], [26.], [40.]], grad_fn=<AddBackward0>) |

As you can see, we have obtained the result for multiple input variables.

## Using `Linear`

Class for Multilinear Regression

Instead of writing the functions from scratch, we can use PyTorchâ€™s own built-in class `Linear`

for making predictions. This is more useful while building the complex and powerful model architectures.

Letâ€™s create a `Linear`

model and make predictions for the same tensor `X`

defined above. Here weâ€™ll define two parameters:

`in_features`

: represents the number of input variables`X`

and number of model weights, which in this case is 2.`out_features`

: represents number of output/predicted values, which in this case is 1.

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# using Pytorch's own built-in fuction to define the LR model lr_model = torch.nn.Linear(in_features=2, out_features=1) |

Now, letâ€™s make predictions for `X`

using our `lr_model`

object, with randomly initialized weights and bias.

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# Making predictions for X y_pred = lr_model(X) print("Predictions for 'X': ", y_pred) |

The output in this case is as follows:

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Predictions for 'X': tensor([[-0.5754], [-1.2430], [-1.9106]], grad_fn=<AddmmBackward0>) |

Note not the value but the shape of the output. This is same as the previous case when we used the matrix multiplication.

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## Creating Custom Modules with `nn.Module`

Alternatively, we can also create custom modules for our linear models. While this may seem redundant for the time being, this can be the requirement when we build state-of-the-art neural networks.

Note that custom modules are objects and classes. In this case, weâ€™ll define a linear regression class `LR`

and make it a subclass of the package `nn.Module`

. Consequently, all the methods and attributes inside the `nn.Module`

package will be inherited.

Weâ€™ll define the size of the input and output, namely `input_features`

and `output_features`

, in the arguments of the constructor. Plus, weâ€™ll call `super()`

in the object constructor which enables us to use methods and attributes from the parent class `nn.Module`

. Now we can use the `torch.nn.Linear`

object and define the arguments `input_features`

and `output_features`

inside.

Lastly, for making predictions, weâ€™ll define the `forward`

function.

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... # creating custom modules with package 'nn.Module' class LR(torch.nn.Module): # Object Constructor def __init__(self, input_features, output_features): super().__init__() self.linear = torch.nn.Linear(input_features, output_features) # define the forward function for prediction def forward(self, x): y_pred = self.linear(x) return y_pred |

Weâ€™ll build our linear regression model with two inputs and one output as follows.

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# build the model object LR_model = LR(2, 1) |

Now letâ€™s make predictions again using our custom module for the tensor `X`

having multiple input samples.

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# make predictions for multiple input samples of 'X' y_pred = LR_model(X) print("Predictions for 'X': ", y_pred) |

which prints

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Predictions for 'X': tensor([[0.3405], [0.5596], [0.7787]], grad_fn=<AddmmBackward0>) |

Using the `parameters()`

method, we can obtain the list of randomly initialized parameters.

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print(list(LR_model.parameters())) |

which prints

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[Parameter containing: tensor([[ 0.6496, -0.1549]], requires_grad=True), Parameter containing: tensor([0.1427], requires_grad=True)] |

Alternatively, we can also use `state_dict()`

method to check the parameters of the model.

Putting everything together, the following is the complete code to create multilinear regression models in different ways:

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import torch # Setting weights and bias w = torch.tensor([[3.0], [4.0]], requires_grad=True) b = torch.tensor([[1.0]], requires_grad=True) # Defining our forward function for prediction def forward(x): # using .mm module for matrix multiplication y_pred = torch.mm(x, w) + b return y_pred # define a tensor 'x' x = torch.tensor([[2.0, 4.0]]) # predict the value with forward function y_pred = forward(x) # show the result print("Printing Prediction: ", y_pred) # define a tensor 'X' with multiple rows X = torch.tensor([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]) # Making predictions for Multi-Dimensional tensor "X" y_pred = forward(X) print("Predictions for 'X': ", y_pred) # using Pytorch's own built-in fuction to define the LR model lr_model = torch.nn.Linear(in_features=2, out_features=1) # Making predictions for X y_pred = lr_model(X) print("Predictions for 'X': ", y_pred) # creating custom modules with package 'nn.Module' class LR(torch.nn.Module): # Object Constructor def __init__(self, input_features, output_features): super().__init__() self.linear = torch.nn.Linear(input_features, output_features) # define the forward function for prediction def forward(self, x): y_pred = self.linear(x) return y_pred # build the model object LR_model = LR(2, 1) # make predictions for multiple input samples of 'X' y_pred = LR_model(X) print("Predictions for 'X': ", y_pred) print(list(LR_model.parameters())) |

## Summary

In this tutorial, you learned how you can make predictions using multilinear regression models. Particularly, you learned:

- How to review linear regression in multiple dimensions.
- How to make predictions with multilinear regression model using PyTorch.
- How to use class
`Linear`

for multilinear regression in PyTorch. - How to build custom modules using
`nn.Module`

in PyTorch.

I am a PhD candidate of one of the univeesities in Ghana.My research is on aplications of ML in finance.I neee some books and assistance from experts.

Thanks

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https://machinelearningmastery.com/start-here/