Add warning to set_backend and more detailed example. (#21787)

Addressing comments from #21764

Author: hertschuh

keras/src/utils/backend_utils.py

@@ -3,6 +3,7 @@
 import inspect
 import os
 import sys
+import warnings
 
 from keras.src import backend as backend_module
 from keras.src.api_export import keras_export
@@ -124,14 +125,22 @@ def set_backend(backend):
 
     Example:
 
-    ```python
-    import keras
-
-    keras.config.set_backend("jax")
-
-    del keras
-    import keras
-    ```
+    >>> import os
+    >>> os.environ["KERAS_BACKEND"] = "tensorflow"
+    >>>
+    >>> import keras
+    >>> from keras import ops
+    >>> type(ops.ones(()))
+    <class 'tensorflow.python.framework.ops.EagerTensor'>
+    >>>
+    >>> keras.config.set_backend("jax")
+    UserWarning: Using `keras.config.set_backend` is dangerous...
+    >>> del keras, ops
+    >>>
+    >>> import keras
+    >>> from keras import ops
+    >>> type(ops.ones(()))
+    <class 'jaxlib.xla_extension.ArrayImpl'>
 
     ⚠️ WARNING ⚠️: Using this function is dangerous and should be done
     carefully. Changing the backend will **NOT** convert
@@ -143,7 +152,7 @@ def set_backend(backend):
 
     This includes any function or class instance that uses any Keras
     functionality. All such code needs to be re-executed after calling
-    `set_backend()` and re-importing the `keras` module.
+    `set_backend()` and re-importing all imported `keras` modules.
     """
     os.environ["KERAS_BACKEND"] = backend
     # Clear module cache.
@@ -164,3 +173,16 @@ def set_backend(backend):
                 module_name = module_name[module_name.find("'") + 1 :]
                 module_name = module_name[: module_name.find("'")]
                 globals()[key] = importlib.import_module(module_name)
+
+    warnings.warn(
+        "Using `keras.config.set_backend` is dangerous and should be done "
+        "carefully. Already-instantiated objects will not be converted. Thus, "
+        "any layers / tensors / etc. already created will no longer be usable "
+        "without errors. It is strongly recommended not to keep around any "
+        "Keras-originated objects instances created before calling "
+        "`set_backend()`. This includes any function or class instance that "
+        "uses any Keras functionality. All such code needs to be re-executed "
+        "after calling `set_backend()` and re-importing all imported `keras` "
+        "modules.",
+        stacklevel=2,
+    )