A variety of fundamental astrophysical science topics require the determination of very accurate photometric redshifts (photo-z). A wide plethora of methods have been developed, based either on template models fitting or on empirical explorations of the photometric parameter space. Machine-learning-based techniques are not explicitly dependent on the physical priors and able to produce accurate photo-z estimations within the photometric ranges derived from the spectroscopic training set. These estimates, however, are not easy to characterize in terms of a photo-z probability density function (PDF), due to the fact that the analytical relation mapping the photometric parameters on to the redshift space is virtually unknown. We present METAPH...