Add the split strategy to regression class

[thibaultcordier]

Description

To make split conformal predictions, you have to pre-train a model on X_train, then use the fit method with the cv=prefit parameter with MapieRegressor on X_calib. This PR proposes to do it automatically when using the fit method with the cv=1 parameter on X = X_train U X_calib.

Fixes #(issue)

Type of change

• New feature (non-breaking change which adds functionality)
• This change requires a documentation update

How Has This Been Tested?

• [ ] Modify tests in test_regression.py file to verify the changes when using cv=1 (in particular: coverage, width)
• [ ] Check if other tests need to be modified.

Checklist

• [ ] I have read the contributing guidelines
• [ ] I have updated the HISTORY.rst and AUTHORS.rst files
• [ ] Linting passes successfully : make lint
• [ ] Typing passes successfully : make type-check
• [ ] Unit tests pass successfully : make tests
• [ ] Coverage is 100% : make coverage
• [ ] Documentation builds successfully : make doc