Most of statistics and AI draw insights through modelling discord or variance between sources of information (i.e., inter-source uncertainty). Increasingly, however, research is focusing upon uncertainty arising at the level of individual measurements (i.e., within-or intra-source), such as for a given sensor output or human response. Here, adopting intervals rather than numbers as the fundamental data-type provides an efficient, powerful, yet challenging way forward -offering systematic capture of uncertainty-at-source, increasing informational capacity, and ultimately potential for insight. Following recent progress in the capture of interval-valued data, including from human participants, conducting machine learning directly upon intervals is a crucial next step. This paper focuses on linear regression for interval-valued data as a recent growth area, providing an essential foundation for broader use of intervals in AI. We conduct an in-depth analysis of state-ofthe-art methods, elucidating their behaviour, advantages, and pitfalls when applied to datasets with different properties. Specific emphasis is given to the challenge of preserving mathematical coherence -i.e., ensuring that models maintain fundamental mathematical properties of intervals throughout -and the paper puts forward extensions to an existing approach to guarantee this. Carefully designed experiments, using both synthetic and real-world data, are conducted -with findings presented alongside novel visualizations for interval-valued regression outputs, designed to maximise model interpretability. Finally, the paper makes recommendations concerning method suitability for data sets with specific properties and highlights remaining challenges and important next steps for developing AI with the capacity to handle uncertainty-at-source. 1 Impact Statement-Capturing information as intervals, rather than numbers, provides a powerful means for handling uncertainty and inherent range in data. This paper focuses on a basic building block of statistics and AI: linear regression. In recent years, regression for intervals has become a topic of interest in AI, and has been applied to domains ranging from marketing to cyber-security. It allows direct modelling of relationships not only between variables per-se, but also concerning their associated uncertainty. For example, we can infer not only how a snack's nutritional benefits impact consumer purchase intention, but also how uncertainty about these benefits impacts purchase intention and its own associated uncertainty. Nonetheless, while there are considerable upsides to interval-valued regression and AI, substantial challenges remain. This paper reviews, analyses and extends state-of-the-art interval regression methods, presenting in-depth experimental results and introducing novel visualisations, to enhance model interpretability and provide context and data-specific recommendations for algorithm selection.