Adaptation of Conditional CP method to classification

[Damien-Bouet]

Is your feature request related to a problem? Please describe.
The method, implemented to answer the issue #449, only works for regression.

Describe the solution you'd like
We would like to use a similar approach to create prediction sets.

Describe alternatives you've considered
The method is just based on the conformity scores. It could easily use classification conformity scores, with minor adaptations.