Methods, apparatus, systems, and articles of manufacture are disclosed that calibrate error aligned uncertainty for regression and continuous structured prediction tasks/optimizations. An example apparatus includes a prediction model, at least one memory, instructions, and processor circuitry to at least one of execute or instantiate the instructions to calculate a count of samples corresponding to an accuracy-certainty classification category, calculate a trainable uncertainty calibration loss value based on the calculated count, calculate a final differentiable loss value based on the trainable uncertainty calibration loss value, and calibrate the prediction model with the final differentiable loss value.