Graphs play a crucial role in data mining and machine learning, representing real-world objects and interactions. As graph datasets grow, managing large, decentralized subgraphs becomes essential, particularly within federated learning frameworks. These frameworks face significant challenges, including missing neighbor information, which can compromise model reliability in safety-critical settings. Deployment of federated learning models trained in such settings necessitates quantifying the uncertainty of the models. This study extends the applicability of Conformal Prediction (CP), a well-established method for uncertainty quantification, to federated graph learning. We specifically tackle the missing links issue in distributed subgraphs to minimize its adverse effects on CP set sizes. We discuss data dependencies across the distributed subgraphs and establish conditions for CP validity and precise test-time coverage. We introduce a Variational Autoencoder-based approach for reconstructing missing neighbors to mitigate the negative impact of missing data. Empirical evaluations on real-world datasets demonstrate the efficacy of our approach, yielding smaller prediction sets while ensuring coverage guarantees.
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