sklearn Callbacks

[qle2]

Is your feature request related to a problem? Please describe. Right now, we don't have callbacks implemented into our machine learning workflow. Callbacks are essential as it gives us more information and control over the training process.

Describe the solution you'd like Create callbacks and add it into the Bayesian Optimization.

Describe alternatives you've considered Figure out a way to use skopt's callback functions

Additional context https://www.kdnuggets.com/2019/08/keras-callbacks-explained-three-minutes.html https://scikit-optimize.github.io/stable/modules/classes.html#module-skopt.callbacks

[Dlux804]

Changed name to disambiguate from callbacks used in Tensorflow, which will have its own ticket.

[qle2]

Done in Pull Request #47