Confidence scoring in predictive modeling

Methods, systems, and apparatus, including computer programs encoded on a computer storage medium, for receiving a plurality of first training examples, training a first predictive model using the first training examples, for each example in the first training examples, providing the first features of the example to the trained first predictive model to generate a respective first prediction, generating a second training example for each of the first training examples, wherein the second training example comprises the first features of the first training example and an answer that indicates whether the first answer of the first training example matches the respective first prediction of the first training example, training a second predictive model using the second training examples, and using the trained second predictive model to determine a confidence score for a prediction generated by the trained first predictive model.