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Notebook TS-Changepoint : Handling infinite arrays when alpha is too small #488

@BaptisteCalot

Description

@BaptisteCalot

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:

  1. Go to notebook "ts-changepoint.ipynb"
  2. Uncomment the following : "coverage_aci_pfit = regression_coverage_score(y_test, y_pis_aci_pfit[:, 0, 0], y_pis_aci_pfit[:, 1, 0])"
  3. Launch all the notebook
  4. See error

Expected behavior
How to handle alpha values in this case to calculate a regression coverage score without raising an error?

Screenshots
Capture d’écran 2024-07-23 à 11 47 42
Capture d’écran 2024-07-23 à 11 47 52

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)

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