SGDClassifier : Get the weights and bias for each training step I would like to get the coef_ (weight vector) and the intercept_ (bias) for each iteration or training step for the sklearn.linear_model.SGDClassifier.

However, I cannot find anywhere such a functionality? Is this even possible with sklearn?

In tensorflow I could add a callback. Is there something similar available for SGDClassifier?

Thanks :)
You can use the partial_fit method to get the results of a single training epoch for sklearn.linear_model.SGDClassifier.