Merge pull request #225 from scikit-learn-contrib/fix_cqr_issues

Fix cqr issues

Author: vincentblot28

mapie/quantile_regression.py

@@ -131,7 +131,7 @@ class MapieQuantileRegressor(MapieRegressor):
         },
         "HistGradientBoostingRegressor": {
             "loss_name": "loss",
-            "alpha_name": "alpha"
+            "alpha_name": "quantile"
         },
         "LGBMRegressor": {
             "loss_name": "objective",

mapie/tests/test_utils.py

@@ -298,3 +298,23 @@ def test_compute_quantiles_2D_and_3D(alphas: NDArray):
     quantiles2 = compute_quantiles(vector2, alphas)
 
     assert (quantiles1 == quantiles2).all()
+
+
+@pytest.mark.parametrize("estimator", [-1, 3, 0.2])
+def test_quantile_prefit_non_iterable(estimator: Any) -> None:
+    """
+    Test that there is a list of estimators provided when cv='prefit'
+    is called for MapieQuantileRegressor.
+    """
+    with pytest.raises(
+        ValueError,
+        match=r".*Estimator for prefit must be an iterable object.*",
+    ):
+        mapie_reg = MapieQuantileRegressor(
+            estimator=estimator,
+            cv="prefit"
+        )
+        mapie_reg.fit(
+            [1, 2, 3],
+            [4, 5, 6]
+        )