Accurate estimation of soil properties is crucial for reliability-based design in engineering practices. Conventional empirical equations and prevalent data-driven models rarely consider uncertainty quantification in both measurement and modelling processes. This study tailors three uncertainty quantification methods including Bayesian learning, Markov chain Monte Carlo and ensemble learning into data-driven modelling, in which support vector regression is selected as the baseline algorithm. The compression index of clay is adopted as an example for model training and testing. In this context, Bayesian learning and Markov chain quantify uncertainty by considering the distribution of function and hyper-parameters, respectively, while different sampled data are employed to explore model uncertainty. These models are evaluated in terms of accuracy, reliability and cost-effectiveness and also compared with Gaussian process regression, etc. The results reveal that based on built-in structural risk minimization, sparse solution and uncertainty quantification, developed models can capture more accurate and reliable correlations from actual measured data over other methods. Their practicability and generalization ability are also verified on a new creep index database. The proposed probabilistic methods are also compiled into a user-friendly platform, showing a significant potential to enrich the data-driven modelling framework and be applied in other geotechnical properties.