Waterfall plots of distance metrics related to the performances of the
federated models in 62 grouped subsets evaluations. Bar color indicates
the P values calculated using paired t
test: red = P < .05, yellow = .05 ≤
P < 0.10, blue = P ≥
0.10. BD = Bhattacharyya distance, CSD = χ2 distance,
EMD = earth mover’s distance, KSD = d statistic of
Kolmogorov-Smirnov test.