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Advances in data mining have led to algorithms that produce accurate regression models for large and difficult to approximate data. Many of these use non-linear models to handle complex data-relationships in the input data. Their lack of transparency, however, is problematic since comprehensibility is a key requirement in many potential application domains. Rule-extraction algorithms have been proposed to solve this problem for classification by extracting comprehensible rule sets from the often better performing, complex models. We present a new pedagogical rule extraction algorithm for regression, based on active learning, which can be combined with any existing rule induction technique. Empirical results show that the proposed ALPA-R rule extraction method improves on classical rule induction techniques, both in accuracy and fidelity.