xgboost messages should not be output into stdout/stderr but available as iterator for python module

[KOLANICH]

This may be helpful to show them in a way not destroying CLI.

[KOLANICH]

???

[tqchen]

There is already option (silent) to supress the messages in python API
The discussions are now welcomed at https://discuss.xgboost.ai/

[KOLANICH]

It's not quite about suppression.
If I use tqdm, or any other cli gui framework, they are usually assume that only they can output into console, because they manipupate cursor position and delete the output emiting control codes or calling API. Violating this assumption destroys cli. So these frameworks have a funtion to output messages in the way without destroying cli: passing the text to them, so they correct own output with respect to the text you wanna output.

xgboost outputs directly, there is no way to pass its messages to frameworks output functions.

[tqchen]

There is something related to this in R's implementation, where the logging is hijacked and send to R's console, maybe some direction along that would be helpful

[hcho3]

@tqchen @KOLANICH LOG(INFO) can be re-directed to a custom callback function by defining the function dmlc::CustomLogMessage::Log(). The project I recently started (dmlc/treelite) precisely does this.

1. Have an interface in C API to register custom callback function for all logging outputs. Something like:

int XGBRegisterLogCallback(void (*callback)(const char*))

2. Python package should register a callback function by calling C API.
3. Define the function dmlc::CustomLogMessage::Log() to make use of the callback.

Let me go ahead and file a PR to re-direct LOG(INFO) to Python module.