[D] building a model to predict not only a target value but also a confidence interval

I have a dataset and the observations have different "richness" of data, some have all the features other just half, others just a third it varies a lot. I want to create a model that not only predicts the target value but also gives a range expressing large range when the model is unsure (most likely due to poor data), low range when he is certain. Can anyone point me to some materials I need to research in order to …

building confidence interval machinelearning value