[ENH] Add OpenMLAuthenticationError for clearer API key error handling

[Omswastik-11]

Overview

This PR introduces a new OpenMLAuthenticationError exception to clearly distinguish authentication errors (invalid or missing API key) from authorization errors (valid API key without sufficient permissions).

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Changes

New Exception

• Added OpenMLAuthenticationError in exceptions.py

• Inherits from OpenMLServerError for consistency

• Automatically appends helpful guidance with links to:

  • Getting an API key: https://www.openml.org/
  • OpenML authentication documentation

• Includes a clear docstring explaining the difference between authentication and authorization errors

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Updated Error Handling

• Updated _api_calls.py to:

  • Import and raise OpenMLAuthenticationError for authentication failures

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Tests Updated

• Updated test_authentication_endpoints_requiring_api_key_show_relevant_help_link

  • Now expects OpenMLAuthenticationError instead of OpenMLNotAuthorizedError
  • Continues to assert that helpful guidance is included in the error message

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Fixes #1562

[codecov-commenter]

Codecov Report

❌ Patch coverage is 33.33333% with 4 lines in your changes missing coverage. Please review.
✅ Project coverage is 52.08%. Comparing base (d18ca42) to head (4c59099).

Files with missing lines	Patch %	Lines
openml/_api_calls.py	0.00%	2 Missing ⚠️
openml/exceptions.py	50.00%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1570      +/-   ##
==========================================
- Coverage   52.08%   52.08%   -0.01%     
==========================================
  Files          36       36              
  Lines        4360     4364       +4     
==========================================
+ Hits         2271     2273       +2     
- Misses       2089     2091       +2     

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[jgyasu]

Looks good to me.

[geetu040]

Really Nice.
It was important to identify correct usage of OpenMLNotAuthorizedError and OpenMLAuthenticationError in the sdk, which looks all good.
Ready to be merged.

[fkiraly]

Waitasec, could you kindly explain why the OpenMLNotAuthorizedError gets removed?

[Omswastik-11]

@fkiraly it is not completely removed but replaced . I have done it according to this :
#1562 (comment)

[fkiraly]

if i understand @SimonBlanke correctly, he does not want it replaced, but a new class added?

[geetu040]

if i understand @SimonBlanke correctly, he does not want it replaced, but a new class added?

@fkiraly the new class is added and the previous one is still there: openml/exceptions.py

the confusion is probably coming from openml/_api_calls.py where OpenMLNotAuthorizedError return is replaced with OpenMLAuthenticationError

[fkiraly]

Ah, you are right, I was confused - this is a removed import, not a removed export.