Description

When I want to use the set param method to set a bunch of parameters, I can not control the order in which these are set. As a result, sometimes the program crashes, as setting hyperparameters requires a specific order.

e.g., SGD classifier requires the eta0 hyperparameter to be set to a value higher than 0 (which is the default) if a learning rate schedule other than optimal is chosen.

Steps/Code to Reproduce

from sklearn.linear_model import SGDClassifier
from sklearn.pipeline import Pipeline
from collections import OrderedDict

model = Pipeline(steps=[('estimator', SGDClassifier())])

hyperparameters = OrderedDict()
hyperparameters['estimator__eta0'] = 10 ** -5
hyperparameters['estimator__learning_rate'] = 'constant'

model.set_params(**hyperparameters)

print(model)

Expected Results

:)

Actual Results

This code crashes in 50% of the cases (depending on the order in which the hyperparameters are 'set')

Versions

Apparently this problem only occurs when the classifier is used in a pipeline, when using vanilla sgd there is no problem.
As the codeblock demonstrates, this problem occurs both when using a regular dict and an ordered dict.