Humans possess a rich repertoire of abstract concepts about which they can often judge their confidence. These judgements help guide behaviour, but the mechanisms underlying them are still poorly understood. Here, we examine the evolution of people's sense of confidence as they engage in probabilistic concept learning. Participants learned a continuous function of four continuous features, reporting their predictions and confidence about these predictions. Participants indeed had insight into their uncertainties: confidence was correlated with the accuracy of predictions, increasing as learning progressed. There were substantial individual differences. In contrast to many classical models that try to explain only the predictions, we formali...