12. The data mining comparison engine of claim 9 , wherein the first data mining task is different from the second data mining task.
9. A data mining comparison engine for comparing a first data mining model and a second data mining model, comprising: a processor; and storage storing program code, wherein the program code, when executed by the processor, performs: providing a first data mining model M 1 representing results of a first data mining task on a first data set D 1 , wherein the first data mining model provides a set of first prediction values; providing a second data mining model M 2 representing results of a second data mining task on a second data set D 2 , wherein the second data mining model provides a set of second prediction values; providing a relation R between the set of first prediction values and the set of second prediction values to map between the first prediction values and the second prediction values; determining an input data set X; for each record of the input data set: creating a first probability distribution based on the first data mining model, wherein the first probability distribution associates probabilities with the set of first prediction values; creating a second probability distribution based on the second data mining model, wherein the second probability distribution associates probabilities with the set of second prediction values; and calculating a distance measured using the first probability distribution, the second probability distribution, and the relation R; and determining at least one region of interest based on the distance measured calculated for each record of the input data set, wherein the at least one region of interest consists of records of the input data set having the distance measure fulfilling a predefined criterion.