Update verbose and logging for model tuning

Author: qntwrsm

Project.toml

@@ -13,6 +13,7 @@ FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
 IrrationalConstants = "92d709cd-6900-40b7-9082-c6be49f344b6"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
+Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 MultivariateStats = "6f286f6a-111f-5878-ab1e-185364afe411"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
 ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
@@ -27,6 +28,7 @@ TreeParzen = "eb66a70c-a255-11e9-03ea-7ba6b2f22006"
 [compat]
 DifferentiationInterface = "0.6.53"
 FiniteDiff = "2.27.0"
+Logging = "1.11.0"
 TreeParzen = "0.3.4"
 julia = "1.9"
 

src/DynamicFactorModels.jl

@@ -37,6 +37,7 @@ using ProximalAlgorithms
 using TreeParzen
 
 using ProgressMeter
+using Logging
 
 using StatsAPI: aic, aicc, bic
 
@@ -69,6 +70,7 @@ export
     model_tuning_ic!, model_tuning_cv!,
     loglikelihood,
     dof, nobs, nfactors, aic, aicc, bic,
+    HP,                                     # re-export from TreeParzen for convenience
 
     # forecast
     forecast,

src/interface.jl

@@ -295,7 +295,13 @@ function model_tuning_ic!(model::DynamicFactorModel, space::Dict, regularizer::F
     end
 
     # model tuning
-    best = fmin(objective, space, trials)
+    if verbose
+        best = best = fmin(objective, space, trials)
+    else
+        with_logger(NullLogger()) do
+            best = fmin(objective, space, trials)
+        end
+    end
 
     # refit
     fit!(model, regularizer = regularizer(best))