A first data mining model and a second data mining model are compared. A first data mining model M1 represents results of a first data mining task on a first data set D1 and provides a set of first prediction values. A second data mining model M2 represents results of a second data mining task on a second data set D2 and provides a set of second prediction values. A relation R is determined between said sets of prediction values. For at least a first record of an input data set, a first and second probability distribution is created based on the first and second data mining models applied to the first record. A distance measure d is calculated for said first record using the first and second probability distributions and the relation. At least one region of interest is determined based on said distance measure d.