[NEW FEATURE] add a way to silence import warning errors

[mathurinm]

Is your feature request related to a problem? Please describe.
I don't have astropy installed and don't plan on installing it: I get a lot of "WARNING: astropy not found, will default to scipy for convolution" that I'd like to silence when I run benchopt.

Describe the solution you'd like
If the warning was of a specific class I could ignore it, or there could be a way to globally configure modopt warning level ?

Are you planning to submit a Pull Request?

• Yes
• No

[paquiteau]

as for #226 you can do it on your end, using warnings.filterwarnings('ignore', module='modopt') will remove all warnings of the Modopt module. More granularity for the filter is describe here: https://docs.python.org/3/library/warnings.html#warnings.filterwarnings