Data science has primarily focused on big data, but for many physics, chemistry, and engineering applications, data are often small, correlated and, thus, low dimensional, and sourced from both computations and experiments with various levels of noise. Typical statistics and machine learning methods do not work for these cases. Expert knowledge is essential, but a systematic framework for incorporating it into physics-based models under uncertainty is lacking. Here, we develop a mathematical and computational framework for probabilistic artificial intelligence (AI)–based predictive modeling...…Data science has primarily focused on big data, but for many physics, chemistry, and engineering applications, data are often small, correlated and, thus, low dimensional, and sourced from both computations and experiments with various levels of noise. Typical statistics and machine learning methods do not work for these cases. Expert knowledge is essential, but a systematic framework for incorporating it into physics-based models under uncertainty is lacking. Here, we develop a mathematical and computational framework for probabilistic artificial intelligence (AI)–based predictive modeling...WW…