Add tqdm integration for progress tracking in GridSearchCV

[apollner]

Describe the workflow you want to enable

I believe it would be beneficial to integrate tqdm into GridSearchCV for more detailed and user-friendly progress tracking. While the verbose parameter provides some information, a progress bar could give users a better sense of how long the process will take. This could be particularly useful for large parameter grids that take a long time to process.

Describe your proposed solution

One potential way to implement this would be to wrap the parameter grid in a tqdm object in the _run_search method. However, this would introduce a new dependency on tqdm, and it might not be consistent with the rest of the library's interface. I'm interested to hear the thoughts of the maintainers and other users on this idea.

Describe alternatives you've considered, if relevant

No response

Additional context

No response

[jeremiedbb]

Hi @apollner, this feature has been requested many times. This is the kind of feature that will be possible with a callback api (#22000) which is work in progress.
I'm closing this issue as duplicate of #7574

[ritog]

@jeremiedbb will wait for the callback functionality to drop soon!

Forever wanted to use tqdm with GridSearchCV.

[mikbuch]

Up for this request. It would be best to just pass tqdm object to GridSearchCV, or to request it with a flag, thank you.