[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 52.06%. Comparing base (d421b9e) to head (c5035ce).

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   52.04%   52.06%   +0.02%     
==========================================
  Files          36       36              
  Lines        4333     4337       +4     
==========================================
+ Hits         2255     2258       +3     
- Misses       2078     2079       +1     

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[jgyasu]

Looks good to me.