Yes, there is an active branch in deep learning (Bayesian deep learning) trying to model uncertainty measurements into neural networks. Older ideas are http://

Yes, there is an active branch in deep learning (Bayesian deep learning) trying to model uncertainty measurements into neural networks. Older ideas are http://mlg.eng.cam.ac.uk/yarin/blog_2248.html http://mlg.eng.cam.ac.uk/yarin/blog_2248.html or http://papers.nips.cc/paper/7219-simple-and-scalable-predictive-uncertainty-estimation-using-deep-ensembles.pdf http://papers.nips.cc/paper/7219-simple-and-scalable-predict... Basically Bayesian neural networks were able to model confidence but are not applicable in current real-world scenarios. Thus, lots of methods rely on approximating bayesian methods.