Java 8 introduced new way to obtain a concurrent Set implementation
// Pre-Java-8 way to create a concurrent set
Set oldStyle = Collec
ConcurrentHashMap.newKeySet() should be somewhat more efficient as removes a single level of indirection. Collections.newSetFromMap(map) is mostly based on redirecting the operations to the map.keySet(), but ConcurrentHashMap.newKeySet() is very close to map.keySet() itself (just with additions support).
As for functionality, I see no difference.