making mutual_info_regression more verbose

Describe the workflow you want to enable

Hi,

Thanks for coding up mutual_info_regression, I use it for novel space science research and it's super helpful for me.

I'm currently using it to analyse quite large amounts of data, and understandably this can be quite slow. I'm wondering if it would be possible to implement an optional flag in mutual_info_regression to make the code verbose while it's running. For example, printing out something to the terminal when it is 10%, 20%, 30% (etc) done.

Just an idea - hopefully I have raised this in the correct way!

Thanks,
Alexandra Fogg

Describe your proposed solution

Implementation of an optional flag in mutual_info_regression to make the function verbose, where it prints out statements at certain stages of the process, e.g. 10% done or saying that a certain stage is completed, etc.

Describe alternatives you've considered, if relevant

No response

Additional context

No response

Start by locating the mutual_info_regression entry point and inspect how its current computation progresses. Check nearby tests and existing API conventions for optional runtime reporting. Done means an optional verbosity setting reports useful progress during large runs without changing default behavior, with tests covering the new behavior.