With Mxnet, it is possible to use callback functions. One perfect example is with the R API - How to save a model when using MXnet.
But with the C++ API, I don't find any example on how to use them, nor some default callback functions (such as the one to save the weights). Though, by searching "callback", I do have some hits, such as "MXExecutorSetMonitorCallback" or "ExecutorMonitorCallback".
How to define and use callback functions in C++?