Add n_iter_ attribute to estimators

[pentschev]

After this is merged, Dask-ML must be adapted to this change as well.

https://github.com/dask/dask-ml/blob/master/dask_ml/linear_model/glm.py#L187

Solves #77.

[mrocklin]

cc @jrbourbeau @cicdw

[jrbourbeau]

Thanks for adding this @pentschev, this PR looks really good!

Minor comment: could you please add an n_iter_ attribute to the estimator docstrings

Also, as you mentioned, these changes will cause breakage in dask-ml. Do you have an interest in updating the estimators over there too? Definitely no obligation though, just wanted to check

[pentschev]

Minor comment: could you please add an n_iter_ attribute to the estimator docstrings

Yes, thanks for pointing that I forgot it.

Also, as you mentioned, these changes will cause breakage in dask-ml. Do you have an interest in updating the estimators over there too? Definitely no obligation though, just wanted to check

Yes, I planned to do that once this was merged, I think there's no point in already opening an PR there before this gets reviewed here.

[jrbourbeau]

Yes, I planned to do that once this was merged

Awesome, thank you @pentschev

[pentschev]

From my side, this is ready for another review/merge.

[jrbourbeau]

LGTM

[pentschev]

Are we good to merge this?