Error when computing multiple prediction intervals in Time Series Tutorial

Hello MAPIE team,

Thanks for this wonderful library. I'm encountering an issue when trying to compute two intervals instead of one in the time series tutorial, but I might be wrong or missing something in my understanding.

Describe the bug

When attempting to compute two intervals instead of one by changing the alpha value from 0.05 to [0.1, 0.05] in the time series tutorial, a ValueError is raised. The error message indicates an issue with evaluating the truth value of an array in the conformity_scores.py file.

To Reproduce

Steps to reproduce the behavior:

Go to the time series tutorial provided in the MAPIE documentation: MAPIE Time Series Tutorial.
Replace the original alpha = 0.05 with alpha = [0.1, 0.05] on line 193 of the tutorial script.
Run the script.
See the error.

Expected behavior

The script should compute and return two prediction intervals without raising any errors.

Screenshots

N/A (the error message is provided below).

Desktop:

OS: Windows 10
IDE: PyCharm 2024.1 (Community Edition)
MAPIE Version: 0.8.6

Additional context

I tried to find out what is causing it and here are some of my findings:

In conformity_scores.py, the get_quantile function (line 213) receives an inconsistent formatting of alpha_np, sometimes receiving a simple NDArray and sometimes receiving an array of arrays.

Error traceback:

y_pred_enbpi_npfit, y_pis_enbpi_npfit = mapie_enbpi.predict(
  File "C:\Users\pzaho\anaconda3\envs\dynamo\lib\site-packages\mapie\regression\time_series_regression.py", line 459, in predict
    return super().predict(
  File "C:\Users\pzaho\anaconda3\envs\dynamo\lib\site-packages\mapie\regression\regression.py", line 645, in predict
    self.conformity_score_function_.get_bounds(
  File "C:\Users\pzaho\anaconda3\envs\dynamo\lib\site-packages\mapie\conformity_scores\conformity_scores.py", line 454, in get_bounds
    quantile_low = self.get_quantile(
  File "C:\Users\pzaho\anaconda3\envs\dynamo\lib\site-packages\mapie\conformity_scores\conformity_scores.py", line 272, in get_quantile
    quantile = signed * np.column_stack([
  File "C:\Users\pzaho\anaconda3\envs\dynamo\lib\site-packages\mapie\conformity_scores\conformity_scores.py", line 276, in <listcomp>
    ) if not (unbounded and _alpha >= 1) else np.inf * np.ones(n_ref)
ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()

scikit-learn-contrib / MAPIE