Subsurface inclusions are one of the most common defects that affect the inner quality of continuous casting slabs. This increases the defects in the final products and increases the complexity of the hot charge rolling process and may even cause breakout accidents. The defects are, however, hard to detect online by traditional mechanism-model-based and physics-based methods. In the present paper, a comparative study is carried out based on data-driven methods, which are only sporadically discussed in the literature. As a further contribution, a scatter-regularized kernel discriminative least squares (SR-KDLS) model and a stacked defect-related autoencoder back propagation neural network (SDAE-BPNN) model are developed to improve the forecasting performance. The scatter-regularized kernel discriminative least squares is designed as a coherent framework to directly provide forecasting information instead of low-dimensional embeddings. The stacked defect-related autoencoder back propagation neural network extracts deep defect-related features layer by layer for a higher feasibility and accuracy. The feasibility and efficiency of the data-driven methods are demonstrated through case studies based on a real-life continuous casting process, where the imbalance degree drastically vary in different categories, showing that the defects are timely (within 0.01 ms) and accurately forecasted. Moreover, experiments illustrate the merits of the developed scatter-regularized kernel discriminative least squares and stacked defect-related autoencoder back propagation neural network methods regarding the computational burden; the F1 scores of the developed methods are clearly higher than common methods.