Initially considered as low-power units with limited autonomous processing, Edge IoT devices have seen a paradigm shift with the introduction of FPGAs and AI accelerators. This advancement has vastly amplified their computational capabilities, emphasizing the practicality of edge AI. Such progress introduces new challenges of optimizing AI tasks for the limitations of energy and network resources typical in Edge computing environments. Our study explores methods that enable distributed data processing through AI-enabled edge devices, enhancing collaborative learning capabilities. A key focus of our research is the challenge of determining confidence levels in learning outcomes, considering the spatial and temporal variability of data sets encountered by independent agents. To address this issue, we investigate the application of Bayesian neural networks, proposing a novel approach to manage uncertainty in distributed learning environments.