Uncertainty quantification is essential in high-stakes machine learning tasks. However, one of the principled solutions, conformal prediction, faces challenges under limited local calibration data, privacy constraints, and data heterogeneity. In multi-agent settings, existing works do not simultaneously and satisfactorily address these challenges with guarantees either limited to averages across agents or losing validity in heterogeneous settings. Hence, we propose personalized federated weighted conformal prediction (PFWCP), a framework that combines local density ratio weighting with weighted quantile aggregation to correct for heterogeneity while preserving privacy. The method yields asymptotically valid marginal and calibration-conditional coverage guarantees for each participating agent and supports protocols with one-shot communication. Theoretical analysis presents an adjustment to the coverage variance, governed by an effective sample size expression, which is necessary in the context of weighted conformal prediction, and experiments on synthetic and real datasets show improved calibration quality over state-of-the-art federated conformal baselines.
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 robust FCP approaches primarily address adversarial behavior during calibration, leaving training-stage poisoning to separate robust-training mechanisms. PRISM-FCP instead considers the coupling between the two stages. During training, clients partially share updates by transmitting only M of D parameters per round. Under the stated stochastic attack model, this attenuates the expected energy of each Byzantine client's perturbation contribution to the aggregate by a factor of M/D relative to full sharing. When this benefit outweighs the optimization slowdown caused by partial updates, it can reduce training error and improve interval efficiency. During calibration, the server uses client-provided characterization vectors to filter suspected Byzantine clients before estimating the conformal quantile from the retained clients. Experiments on synthetic benchmarks and the UCI Superconductivity and YearPredictionMSD datasets, including Gaussian, ALIE, and sign-flipping training-stage attacks, demonstrate near-nominal empirical coverage and favorable communication--performance tradeoffs in the studied settings.
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.