Integration with ValueHistories

[kskyten]

A common use case for iterative algorithms is the tracking of values through iterations as implemented by the Tracer strategy. What would be the preferred way to use the containers in ValueHistories.jl for this tracking?

I tried using using the IterFunction strategy to update a global history object and implementing a custom learning strategy. The latter seems cleaner but access to the history object is trickier as it is contained inside the MetaLearner.

This is also related to JuliaML/ValueHistories.jl#9