title: Advanced curve fitting methods that allows real-time monitoring
body: <p>I'm using <code>scipy.optimize.curve_fit()</code> to fit a somewhat complicated curve. </p>
  
  <p>Sometimes the optimization fails, and no useful information is returned. Is it possible to make <code>curve_fit()</code> return the current fitting parameters every few hundred iterations? I think it might be helpful for evaluating the fitting.</p>
  
  <p>If not, is there a package that allows you to do this? Or should I consider extending <code>curve_fit()</code> on my own?</p>
  
  <p>I'm looking for something like:</p>
  
  <p><code>list = curve_fit(function, parameters, update_frequency=100)</code></p>
  
  <pre class="lang-py prettyprint-override"><code>list = [[popt_100, pcov_100],
          [popt_200, pcov_200],
          [popt_300, pcov_300],
          ...]
  </code></pre>
  
  <p>So I can plot the fitting at different points and see the progress even if the optimization fails.</p>