Interactive model steering helps people incrementally build machine learning models that are tailored to their domain and task. Existing visual analytic tools allow people to steer a single model (e.g., assignment attribute weights used by a dimension reduction model). However, the choice of model is critical in such situations. What if the model chosen is sub-optimal for the task, dataset, or question being asked? What if instead of parameterizing and steering this model, a different model provides a better fit? This paper presents a technique to allow users to inspect and steer multiple machine learning models. The technique steers and samples models from a broader set of learning algorithms and model types. We incorporate this technique into a visual analytic prototype, BEAMES, that allows users to perform regression tasks via multi-model steering. This paper demonstrates the effectiveness of BEAMES via a use case, and discusses broader implications for multi-model steering.