FIX: temporary warning users that optimize_beta is not working (#596)

Author: Valentin-Laurent

HISTORY.rst

@@ -11,6 +11,7 @@ History
 * Fix issue 548 to correct labels generated in tutorial
 * Fix issue 547 to fix wrong warning
 * Fix issue 480 (correct display of mathematical equations in generated notebooks)
+* Temporary solution waiting for issue 588 to be fixed (optimize_beta not working)
 * Remove several irrelevant user warnings
 * Limit max sklearn version allowed at MAPIE installation
 * Refactor MapieRegressor, EnsembleRegressor, and MapieQuantileRegressor, to prepare for the release of v1.0.0

mapie/conformity_scores/regression.py

@@ -1,3 +1,4 @@
+import logging
 from abc import ABCMeta, abstractmethod
 from typing import Tuple
 
@@ -217,6 +218,13 @@ def _beta_optimize(
             Array of betas minimizing the differences
             ``(1-alpha+beta)-quantile - beta-quantile``.
         """
+        # Using logging.warning instead of warnings.warn to avoid warnings during tests
+        logging.warning(
+            "The option to optimize beta (minimize interval width) is not working and "
+            "needs to be fixed. See more details in "
+            "https://github.com/scikit-learn-contrib/MAPIE/issues/588"
+        )
+
         beta_np = np.full(
             shape=(len(lower_bounds), len(alpha_np)),
             fill_value=np.nan,