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Is there any way to completely hide all messages returned by the fit method for forecast task? #262

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Is the message like

***/python3.7/site-packages/sklearn/linear_model/sag.py:354: ConvergenceWarning: The max_iter was reached which means the coef did not converge

That's the only message I get when using v0.6.9 and verbose=0. It's not from flaml but from sklearn. You can filter them by

import warnings
warnings.filterwarnings("ignore", module="sklearn[.*]")

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@good-morning-jeremy
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@sonichi
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@good-morning-jeremy
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@sonichi
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