Thank you very much for elaborating all these details! I have made a new version.
In this version, I only focused on the LIBBMRM class, since you told me not to touch other classes. 

* However, I found the variable `verbose` has connections to `CSOSVMHelper` in many other places.  [example_1](https://github.com/shogun-toolbox/shogun/blob/develop/src/shogun/structure/DualLibQPBMSOSVM.cpp#L90)

* According to the definition of SG_DEBUG in your last summary, I am not sure if the function name `add_debug_info` should be changed. [example_2](https://github.com/shogun-toolbox/shogun/blob/develop/src/shogun/structure/libbmrm.cpp#L558).