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## What changes were proposed in this pull request? In `ml.regression.LinearRegression`, it use breeze `LBFGS` and `OWLQN` optimizer to do data training, but do not check whether breeze's optimizer returned result actually reached convergence. The `LBFGS` and `OWLQN` optimizer in breeze finish iteration may result the following situations: 1) reach max iteration number 2) function reach value convergence 3) objective function stop improving 4) gradient reach convergence 5) search failed(due to some internal numerical error) I add warning printing code so that if the iteration result is (1) or (3) or (5) in above, it will print a warning with respective reason string. ## How was this patch tested? Manual. Author: WeichenXu <WeichenXu123@outlook.com> Closes #14122 from WeichenXu123/add_lr_not_convergence_warn. |
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