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arXiv · 2606.20115

When Average Calibration Fails: Site-Conditional Federated Conformal Risk Control

Nafis Fuad Shahid
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Abstract

Conformal risk control (CRC) provides distribution-free segmentation guarantees by calibrating a prediction-set threshold on held-out data. In federated deployments, the standard approach pools calibration scores into a single threshold. We quantify, on real multi-institutional brain tumor data (FeTS-2022, 1,251 subjects, 20 institutions), a critical failure: naive pooled CRC protects the average hospital but violates coverage at 40% of individual institutions, with the worst site exceeding the target false-negative rate by 7.8 percentage points. We trace this failure to a hidden design choice: the aggregation weights implicitly determine whose coverage is protected. Sample-size weighting optimizes patient-level validity but can sacrifice institution-level reliability; equal-site weighting improves institution-level reliability on this benchmark at comparable efficiency, using only a single scalar per site. We propose risk-curve shrinkage as a principled mechanism: each site transmits its empirical risk curve (G scalars) and a single hyperparameter n0 smoothly interpolates between site-specific local calibration and sample-size-weighted pooled calibration. Leave-one-site-out sensitivity analysis identifies n0=19, achieving 2.7/20 violations at 2.0x stretch. Direct Lagrangian budget optimization fails by concentrating risk on vulnerable hospitals; the finite-sample correction term is essential: removing it triples violations. No patient-level images, masks, or per-volume scores leave any site.

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BibTeXRIS

Nafis Fuad Shahid. 2026-06-18. When Average Calibration Fails: Site-Conditional Federated Conformal Risk Control. https://arxiv.org/abs/2606.20115

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