Joint training technique for depth map generation implemented by depth prediction system as part of a computing device is described. The depth prediction system is configured to generate a candidate feature map from features extracted from training digital images, generate a candidate segmentation map and a candidate depth map from the generated candidate feature map, and jointly train portions of the depth prediction system using a loss function. Consequently, depth prediction system is able to generate a depth map that identifies depths of objects using ordinal depth information and accurately delineates object boundaries within a single digital image.