Improve documentation for model comparison

[ant0nsc]

Is there an existing issue for this?

• [X] I have searched the existing issues

Issue summary

The documentation in Markdown does not say a lot how to use model comparison.

What documentation should be provided?

• When should people use model comparison? (I have a model "in production", new models should not perform worse than that)
• How to set it up?
• How to interpret model comparisons?

AB#6033