Set the trainer this parameter is associated with.

def _set_trainer(self, trainer):
        """ Set the trainer this parameter is associated with. """
        # trainer cannot be replaced for sparse params
        if self._stype != 'default' and self._trainer and trainer and self._trainer is not trainer:
            raise RuntimeError(
                "Failed to set the trainer for Parameter '%s' because it was already set. " \
                "More than one trainers for a %s Parameter is not supported." \
                %(self.name, self._stype))
        self._trainer = trainer