Only last line of output being retrieved from stdout (contextlib, sys.stdout, and capture magic)

Question

I'm trying to capture terminal output to store it elsewhere. Specifically, I'm trying to retrieve the training loss from sklearn.linear_model.LogisticRegression. This is unfortunately not stored anywhere, but is printed when verbose=1.

I am trying to use contextlib.redirect_stdout to do this. However, it only captures the last line of output.

Full terminal output without redirection:

[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
Epoch 1, change: 1.00000000
Epoch 2, change: 0.22057155
Epoch 3, change: 0.12789722
Epoch 4, change: 0.06779011
Epoch 5, change: 0.04539726
Epoch 6, change: 0.03062415
Epoch 7, change: 0.02026218
Epoch 8, change: 0.01470303
Epoch 9, change: 0.00691171
Epoch 10, change: 0.00415176
Epoch 11, change: 0.00230851
Epoch 12, change: 0.00145497
Epoch 13, change: 0.00110029
convergence after 14 epochs took 1 seconds
[Parallel(n_jobs=8)]: Done   1 out of   1 | elapsed:    0.5s finished

redirect_stdout outputs only the following line:

convergence after 14 epochs took 1 seconds

Code sample:

from sklearn.linear_model import LogisticRegression
from contextlib import redirect_stdout
import io            

model = LogisticRegression(
                    random_state=42,
                    C=.001,
                    penalty='l1',
                    max_iter=1000,
                    solver='saga',
                    verbose=1))

with redirect_stdout(io.StringIO()) as f:
   model.fit(X_train, y_train)
s = f.getvalue()
print(s)

I've had the same results when using sys.stdout directly or in a Jupyter notebook using %%capture.

Does anyone know what is causing this or how to extract the full output? Thanks!