Log training data

[timoleistner]

First of all, thank you for this great new package, which is actually usable right out of the box.

Are there any options or plans to log and save information on training? Right now, all the intermediate results are printed to the command line (like MAE and R² and which parameters were used at each optimization trial), but I would like to create plots on how the training went for each trial step etc..
I was kind of expecting the mae_results.csv and r2_results.csv files to contain such information, but they just contain these two values for the best performing training.