Multiple regression (using machine learning - how plot data)
There might possibly be a better way but one way of doing this is to map the variable to different aesthetics of the graph. I used python and used library plotninne which is as I understand tries to mimic ggplot2 from R.

from plotnine import *
   # df is the data frame that contains all the vairables as columns
   (ggplot(df, aes('actual_value', 'predicted_value', 
   color='(dependent_var2)',
   size='dependent_var3',alpha='dependent_var4',shape='factor(dependent_var5)'))
    + geom_point()
    +theme(legend_title=element_text(size=8),
    legend_text=element_text(size=4)
    )

This will give you following graph: