TEST: add sklearn check_estimator test for MapieRegressor (#600)

HISTORY.rst

@@ -19,6 +19,7 @@ History
 * Documentation test: add a doc testing step (in MAKEFILE and CI)
 * Increase max line length from 79 to 88 characters
 * Bump wheel version
+* Other minor evolutions
 
 0.9.1 (2024-09-13)
 ------------------

mapie/tests/test_regression.py

@@ -20,6 +20,7 @@
 )
 from sklearn.pipeline import Pipeline, make_pipeline
 from sklearn.preprocessing import OneHotEncoder
+from sklearn.utils.estimator_checks import check_estimator
 from sklearn.utils.validation import check_is_fitted
 from typing_extensions import TypedDict
 
@@ -1039,3 +1040,8 @@ def test_deprecated_ensemble_regressor_fit_warning() -> None:
         match=r".WARNING: EnsembleRegressor.fit is deprecated.*"
     ):
         ens_reg.fit(X, y)
+
+
+def test_mapie_regressor_sklearn_estim() -> None:
+    """Test that MapieRegressor is an sklearn estimator"""
+    check_estimator(MapieRegressor())