Describe the bug
Handling of infinite arrays when alpha is too small in the coverage calculation with the function regression_coverage_score().
To Reproduce
Steps to reproduce the behavior:
- Go to notebook "ts-changepoint.ipynb"
- Uncomment the following : "coverage_aci_pfit = regression_coverage_score(y_test, y_pis_aci_pfit[:, 0, 0], y_pis_aci_pfit[:, 1, 0])"
- Launch all the notebook
- See error
Expected behavior
How to handle alpha values in this case to calculate a regression coverage score without raising an error?
Screenshots


Desktop (please complete the following information):
- OS: IOS
- Browser : chrome
- MAPIE Version 0.8.6
Additional context
We get another type of error when allow_infinite_bounds = False in the .predict() method. It tells us that the number of samples must be greater than max(alpha, 1/alpha)