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Add no improvement handler (similar to early stopping handler) #2314

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@arisliang

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@arisliang

🚀 Feature

To add a 'no-improvement' handler. It's similar to early stopping, except that early stopping calls the training to terminate, 'no-improvement' handler would've calls a function that user pass in. User could pass in different functions that they want to execute if they find no improvements is made. They may want to try various things before terminate the training.

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