Multi-Agent Conformal Prediction with Personalized Statistical Validity

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings, including healthcare, finance, and mobile sensing, the calibration data required for CP are distributed across multiple clients, each with its own local data distribution. In this federated setting, data can often be partitioned into, potentially overlapping, groups, which may reflect client-specific strata or cross-cutting attributes such as demographic or semantic categories. We propose group-conditional federated conformal prediction (GC-FCP), a federated extension of conditional conformal calibration for a target mixture over prespecified groups. GC-FCP constructs mergeable, atom-stratified coresets from local calibration scores, enabling compact aggregation at the server when the number of active atoms is moderate. Experiments on synthetic and real-world datasets validate the performance of GC-FCP compared to centralized calibration baselines. The code of our work can be found at https://github.com/HaifengWen/GC-FCP.

We propose PRISM-FCP (Partial shaRing and robust calIbration with Statistical Margins for Federated Conformal Prediction), a communication-efficient Byzantine-robust federated conformal prediction framework that uses partial model sharing to mitigate stochastic model-poisoning attacks during training and histogram-based filtering to mitigate adversarial calibration submissions. Existing approaches address adversarial behavior only in the calibration stage, leaving the learned model susceptible to poisoned updates. In contrast, PRISM-FCP mitigates attacks end-to-end. During training, clients partially share updates by transmitting only $M$ of $D$ parameters per round. This attenuates the expected energy of an adversary's perturbation in the aggregated update by a factor of $M/D$, yielding lower mean-square error (MSE) and tighter prediction intervals. During calibration, clients convert nonconformity scores into characterization vectors, compute distance-based maliciousness scores, and downweight or filter suspected Byzantine contributions before estimating the conformal quantile. Extensive experiments on both synthetic data and the UCI Superconductivity dataset demonstrate that PRISM-FCP maintains near-nominal empirical coverage in the studied Byzantine settings while avoiding the interval inflation observed in standard FCP, with reduced communication. These results support PRISM-FCP as a robust and communication-efficient approach to federated uncertainty quantification.

We propose a Byzantine-resilient federated conformal prediction (FCP) method that leverages partial model sharing, where only a subset of model parameters is exchanged each round. Unlike existing robust FCP approaches that primarily harden the calibration stage, our method protects both the federated training and conformal calibration phases. During training, partial sharing inherently restricts the attack surface and attenuates poisoned updates while reducing communication. During calibration, clients compress their non-conformity scores into histogram-based characterization vectors, enabling the server to detect Byzantine clients via distance-based maliciousness scores and to estimate the conformal quantile using only benign contributors. Experiments across diverse Byzantine attack scenarios show that the proposed method achieves closer-to-nominal coverage with substantially tighter prediction intervals than standard FCP, establishing a robust and communication-efficient approach to federated uncertainty quantification.