set inner solver to verbose for debug + pinpoint failing case

Author: mathurinm

debug_quantile.py

@@ -30,7 +30,7 @@ def pinball_loss(residuals, quantile):
     quantile=tau,
     alpha=0.1,
     delta_init=0.5,
-    delta_final=0.01,
+    delta_final=0.001,
     n_deltas=5,
     solver="AndersonCD",
     verbose=True,

skglm/experimental/quantile_huber.py

@@ -166,7 +166,7 @@ def fit(self, X, y):
                 solver = FISTA(max_iter=self.max_iter, tol=self.tol)
                 solver.warm_start = True
             elif self.solver == "AndersonCD":
-                solver = AndersonCD(max_iter=self.max_iter, tol=self.tol,
+                solver = AndersonCD(max_iter=self.max_iter, tol=self.tol, verbose=3,
                                     warm_start=True, fit_intercept=self.fit_intercept)
             else:
                 raise ValueError(f"Unknown solver: {self.solver}")