[FEATURE] Add readable progress indication also to the console output

[MichalChromcak]

Is your feature request related to a problem? Please describe.
When running the model selection e.g. from the python script, there is a lack of progress indication.

Describe the solution you'd like
Use tqdm not only for jupyter environment, but also for the console. Might make tqdm hard dependency.

Additional context
Especially useful when long-running sessions are executed. Make sure to look at the parallel execution to place that correctly. The preferable way is to have it always visible (top/bottom of the output?) and be able to scroll through the logs.