This letter proposes a novel modulation classification method for overlapped sources named LRGP involving multinomial logistic regression (MLR) and multi-gene genetic programming (MGGP). MGGP based feature engineering is conducted to transform the cumulants of the received signals into highly discriminative features and a MLR based classifier is trained to identify the combination of the modulation formats of the overlapped sources instead of signal separation. Extensive simulations demonstrate that LRGP yields superior performance compared with existing methods.