Look on the bright side, you could have paid a company to repaint your calipers black and then have this happen after the first 20 minute session on the track.
Yeah, that happened to me. The neon yellow calipers turned golden yellow after a track day so I thought I'd be safe with black. I also found in the owner's manual that caliper discoloration is considered "normal" in performance driving situations and not eligible for warranty replacement.