title: Is it possible to get test scores for each iteration of MLPClassifier?
body: <p>I would like to look at the loss curves for training data and test data side by side. Currently it seems straightforward to get the loss on the training set for each iteration using <code>clf.loss_curve</code> (See below). </p>
  
  <pre><code>from sklearn.neural_network import MLPClassifier
  clf = MLPClassifier()
  clf.fit(X,y)
  clf.loss_curve_ # this seems to have loss for the training set
  </code></pre>
  
  <p>However, I would also like to plot performance on a test data set. Is this available?</p>