How can I get the value function in each iteration of optimization?

[sahandrez]

Hi,

I am using GPy and as it is using this package for model representation I think I should look here for my answer. Basically, I want to get the cost function of each iteration when the m.optimize() is called. I know if I set message=True, I will get some messages, but I need the details of every iteration.

Is there a way that I can get access to the callback function used in Scipy minimize method? Any help would be appreciated.

Thanks,
Sahand