In many data mining tools that support regression tasks, training data are stored in a single table containing both the target field (dependent variable) and the attributes (independent variables). Generally, only intra-tuple relationships between the attributes and the target field are found, while intertuple relationships are not considered and (inter-table) relationships between several tuples of distinct tables are not even explorable. Disregarding inter-table relationships can be a severe limitation in many real-word applications that involve the prediction of numerical values from data that are naturally organized in a relational model involving several tables (multi-relational model). In this paper, we present a new data mining algorithm, named MrSMOTI, 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 particular feature of Mr-SMOTI is that internal n...