调用Lasso进行回归预测时遇到问题：ConvergenceWarning: Objective did not converge.

问题：

 ConvergenceWarning: Objective did not converge. You might want to increase the number of iterations, check the scale of the features or consider increasing regularisation. Duality gap: 2.080e+01, tolerance: 3.242e+00
  coef_, l1_reg, l2_reg, X, y, max_iter, tol, rng, random, positive

原因：

报错说没有收敛，所以需要增加迭代次数。我的原因是学习率太小了，导致迭代了10000次也没有收敛，所以可以增加迭代次数：max_iter，如下所示：

lasso1 = Lasso(alpha=0.001, max_iter=10000).fit(x_train, y_train)