Sklearn, gridsearch: how to print out progress during the execution?

Question

I am using GridSearch from sklearn to optimize parameters of the classifier. There is a lot of data, so the whole process of optimization takes a while

Answer 1

I would just like to complement DavidS's answer

To give you an idea, for a very simple case, this is how it looks with verbose=1:

Fitting 10 folds for each of 1 candidates, totalling 10 fits
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done  10 out of  10 | elapsed:  1.2min finished

And this is how it looks with verbose=10:

Fitting 10 folds for each of 1 candidates, totalling 10 fits
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.637, total=   7.1s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   1 out of   1 | elapsed:    7.0s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.630, total=   6.5s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   2 out of   2 | elapsed:   13.5s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.637, total=   6.5s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   3 out of   3 | elapsed:   20.0s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.637, total=   6.7s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   4 out of   4 | elapsed:   26.7s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.632, total=   7.9s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:   34.7s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.622, total=   6.9s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   6 out of   6 | elapsed:   41.6s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.627, total=   7.1s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   7 out of   7 | elapsed:   48.7s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.628, total=   7.2s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   8 out of   8 | elapsed:   55.9s remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.640, total=   6.6s
[CV] booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1 
[Parallel(n_jobs=1)]: Done   9 out of   9 | elapsed:  1.0min remaining:    0.0s
[CV]  booster=gblinear, learning_rate=0.0001, max_depth=3, n_estimator=100, subsample=0.1, score=0.629, total=   6.6s
[Parallel(n_jobs=1)]: Done  10 out of  10 | elapsed:  1.2min finished

In my case, verbose=1 does the trick.