title: Invalid parameter loss for estimator Pipeline
body: <p>I'm trying to implement a SGDClassifier with sklearn, but I'm getting this error:</p>
  
  <pre><code>ValueError: Invalid parameter loss for estimator Pipeline. Check the list of available parameters with `estimator.get_params().keys()`.
  </code></pre>
  
  <p>This is my code:</p>
  
  <pre><code>pipeline = Pipeline([
   ('clf', SGDClassifier())
  ])
  
  parameters = {
      'seed': [0],
      'loss': ('log', 'hinge'),
      'penalty': ['l1', 'l2', 'elasticnet'],
      'alpha': [0.001, 0.0001, 0.00001, 0.000001]
  }
  
  score_func = make_scorer(metrics.f1_score)
  
  grid_search = GridSearchCV(pipeline, parameters, n_jobs=3,
  verbose=1, scoring=score_func)
  
  grid_search.fit(X, Y)
  </code></pre>
  
  <p>How can I fix this?</p>