I am looking for different modelling approaches which are able to build regression trees (i.e. with continuous input and output variables) with multiple input and output levels.
The most common approach (e.g. with CART) is to recursively do binary splits. I am looking for methods that could split the target variable into multiple branches (according to some sensible metric) within every step.
Any hints, i.e. papers, links etc. are very welcome.
(The reason for me asking this question is that I want to find a good method to extend my OneR package for solving regression problems.)