Python sklearn. Why I received warnings first time only?

Question

I received warnings first time only. Is this normal?

>>> cv=LassoCV(cv=10).fit(x,y)
C:\Python27\lib\site-packages\scikit_learn-0.14.1-py2.7-win32.egg\sklearn\linear_model\coordinate_descent.py:418: UserWarning: Objective did not converge. You might want to increase the number of iterations
  ' to increase the number of iterations')
>>> cv=LassoCV(cv=10).fit(x,y) 
>>> 

Answer 1

It's because the python warnings filter is set to just warn the first time it catches a particular warning by default.

If you want to get all the warnings, just add this:

import warnings
warnings.simplefilter("always")