Federated Conformal Risk Control via Risk-Curve Shrinkage
A new federated conformal risk control method addresses coverage failures in hospital-level predictions. On real brain tumor data from 20 institutions, pooled calibration fails 40% of sites, with one exceeding false-negative targets by 7.8 percentage points. The proposed shrinkage-based protocol uses empirical risk curves and a hyperparameter n0=19 to achieve 2.7/20 coverage violations at 2.0x prediction set stretch, while preserving marginal guarantees and ensuring no patient-level data leaves any site.