title: Python sklearn show loss values during training
body: <p>I want check my loss values during the training time so I can observe the loss at each iteration. So far I haven't found an easy way for scikit learn to give me a history of loss values, nor did I find a functionality already within scikit to plot the loss for me.</p>
  
  <p>If there was no way to plot this, it'd be great if I could simply fetch the final loss values at the end of classifier.fit.</p>
  
  <p>Note: I am aware of the fact that some solutions are closed form. I'm using several classifiers which do not have analytical solutions, such as logistic regression and svm.</p>
  
  <p>Does anyone have any suggestions? </p>