adding verbose during training

[p9anand]

Can we see performance of model on validation data during training, like we have in xgboost.

[interpret-ml]

Seems like it could be a useful feature. We'll look into showing some real time metrics with a verbose flag, maybe as an experimental feature to see how it works. Thanks for suggesting this!

[ManuelZ]

Yes please, I just installed it and I have no idea if it's stuck or if it is really doing some useful work. That, alongside the huge memory consumption makes me wonder if I should have already killed it 10 mins ago.