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How can I save in EPS format?

I can successfully save a PDF file with the following snippet:

py.sign_in("helloworld1234", "abcd")
...
py.image.save_as(fig, filename="filename.pdf")

Now, when I try to do the same for an EPS file, it tells me that EPS is not supported in that version (2.5.1). On the other hand, the documentation says here that EPS is supported, but the help entries on the contrary do not list EPS as supported. So, what’s the case now?