New Featureeasyhelp wanted
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Descrizione
Describe the workflow you want to enable
Add an option for a termination criterion similar to "tol" implemented in sklearn.feature_selection.SequentialFeatureSelector: https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SequentialFeatureSelector.html
Describe alternatives you've considered, if relevant
While the sklearn SequentialFeatureSelector can do this, it misses the history callback you get in this package, which i think is very nice and helpful.
Additional context
The version of mlxtend i am using is 0.23.1