I am using Dask in the python REPL. Is it possible to set a progress bar?
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Yes, it is. Using the Progress bar from Dask Diagnostics. See link: http://docs.dask.org/en/latest/diagnostics-local.html
from dask.diagnostics import ProgressBar
a = da.random.normal(size=(10000, 10000), chunks=(1000, 1000))
res = a.dot(a.T).mean(axis=0)
pbar = ProgressBar()
pbar.register()
out = res.compute()

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