set_params should return self for consistency with sklearn

[jameschapman19]

Currently this:

    def set_params(self, **kwargs):
        """Set the given input parameters in the estimator.
        """
        for k in kwargs:
            self.__setattr__(k, kwargs[k])

Should be this:

    def set_params(self, **kwargs):
        """Set the given input parameters in the estimator.
        """
        for k in kwargs:
            self.__setattr__(k, kwargs[k])
        return self

I actually think you can probably just delete the set_params method as there is no need to overwrite it (but guessing I'm wrong given the sklearn developers involved in parsimony!)