In this paper, we present confidence inference approachin an unsupervised way in stereo matching. Deep Neu-ral Networks (DNNs) have recently been achieving state-of-the-art performance. However, it is often hard to tellwhether the trained model was making sensible predictionsor just guessing at random. To address this problem, westart from a probabilistic interpretation of theL1loss usedin stereo matching, which inherently assumes an indepen-dent and identical (aka i.i.d.) Laplacian distribution. Weshow that with the newly introduced dense confidence map,the identical assumption is relaxed. Intuitively, the vari-ance in the Laplacian distribution is large for low confidentpixels while small for high-confidence pixels. In practice,the network learns toattenuatelow-confidence pixels (e.g.,noisy input, occlusions, featureless regions) andfocusonhigh-confidence pixels. Moreover, it can be observed fromexperiments that the focused learning is very helpful in find-ing a better convergence state of the trained model, reduc-ing over-fitting on a given dataset.