The goal of this issue is to track the steps of the implementation of a callback API in scikit-learn.

This is being developed in the callbacks feature branch. The first PR to this branch is #28760 which implements the base infrastructure for the callbacks and a first callback (progress bars). Subsequent PRs will add more callbacks, mode doc, more tests, adapt estimators to support callbacks, ...

• Base infrastructure FEA Callbacks base infrastructure + progress bars #28760

Callbacks

• Progress bars FEA Callbacks base infrastructure + progress bars #28760
• Monitoring
• EarlyStopping
• Snapshots
• Verbose / Logging

Doc

• doc for end users: What are the callbacks useful for, how to use them, ...
• doc for third-party devs to implement callback support in estimators and meta-estimators
• doc for third-party devs to implement custom callbacks

Fixes and enhacements
as them come

SLEP
scikit-learn/enhancement_proposals#90 kept in sync with the callbacks feature branch until the vote.

Adapt estimators
full list incoming