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In the paper, we present a new data mining algorithm, named MR-SMOTI, which induces model trees from a multi-relational model. A model tree is a tree-structured prediction model whose leaves are associated with multiple linear regression models. The peculiarity of MR-SMOTI is that internal nodes of the induced model tree can be of two types: regression nodes, which add a variable to some multiple linear models according to a stepwise strategy, and split nodes, which perform tests on attributes and partition the training set. The induced model tree is a multi-relational pattern that can be represented by means of selection
graphs, which can be translated into SQL queries.
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