Photometric redshifts (photo-z's) provide an alternative way to estimate the distances of large samples of galaxies and are therefore crucial to a large variety of cosmological problems. Among the various methods proposed over the years, supervised machine learning (ML) methods capable to interpolate the knowledge gained by means of spectroscopical data have proven to be very effective. METAPHOR (Machine-learning Estimation Tool for Accurate PHOtometric Redshifts) is a novel method designed to provide a reliable PDF (Probability density Function) of the error distribution of photometric redshifts predicted by ML methods. The method is implemented as a modular workflow, whose internal engine for photo-z estimation makes use of the MLPQNA neural network (Multi Layer Perceptron with Quasi Newton learning rule), with the possibility to easily replace the specific machine learning model chosen to predict photo-z's. After a short description of the software, we present a summary of results on public galaxy data (Sloan Digital Sky Survey - Data Release 9) and a comparison with a completely different method based on Spectral Energy Distribution (SED) template fitting.