Cleaned Report callback PR.

[apoorvalal]

The old PR from @gauravmanmode had a number of extraneous commits from merging. Git picks the relevant commits.

[apoorvalal]

This this looks ready to merge; @gauravmanmode take a look?

[gauravmanmode]

Yes, this looks good. Thanks @apoorvalal for going through this.
Maybe separately, how about doing this for all the wrappers and not only the LBFGS wrapper (could be helful for other people wrapping optimizers from this library)?

[apoorvalal]

Yeah given impending deadline for GSOC i think we should merge this for now and then add it to the rest of the optimizers later [fwiw I only really use LBFGS and Frank-Wolfe regularly; for SGD type methods I just use jax/torch]

[gauravmanmode]

Thanks. sounds good

[gauravmanmode]

Hi @apoorvalal, this is ready from my side,
hope we can merge this soon.