Set the parameters of this estimator.
        Modification of the sklearn method to allow unknown kwargs. This allows using
        the full range of xgboost parameters that are not defined as member variables
        in sklearn grid search.
        Returns
        -------
        self

def set_params(self, **params):
        """Set the parameters of this estimator.
        Modification of the sklearn method to allow unknown kwargs. This allows using
        the full range of xgboost parameters that are not defined as member variables
        in sklearn grid search.
        Returns
        -------
        self
        """
        if not params:
            # Simple optimization to gain speed (inspect is slow)
            return self

        for key, value in params.items():
            if hasattr(self, key):
                setattr(self, key, value)
            else:
                self.kwargs[key] = value

        return self