[D] Can a neural network predict it's own confidence? • r/MachineLearning

In classification tasks I can use the class score as a measure of the network confidence. If the network classifies an image as a cat with 0.99 score then the network has high confidence in its prediction compared to an image with a 0.60 score. Is there a similar mechanism to assess the confidence of a regression output? Intuitively, it seems that it should be doable. Say I'm building a model to predict the temperature from location and time of year.