The development of distributed renewable energy, such as photovoltaic power and wind power generation, makes the energy system cleaner, and is of great significance in reducing carbon emissions. However, weather can affect distributed renewable energy power generation, and the uncertainty of output brings challenges to uncertainty planning for distributed renewable energy. Energy systems with high penetration of distributed renewable energy involve the high-dimensional, nonlinear dynamics of large-scale complex systems, and the optimal solution of the uncertainty model is a difficult problem. From the perspective of statistical machine learning, the theory of planning of distributed renewable energy systems under uncertainty is reviewed and some key technologies are put forward for applying advanced artificial intelligence to distributed renewable power uncertainty planning.