Scikit-学习抛出警告，增加Lasso的迭代次数

Question

我正在尝试使用Python的Linear Regression包与LASSO一起运行Scikit-learn。

对于Lasso，我的配置如下：

lasso_eps = 0.0001
lasso_alpha = 20
lasso_iter = 5000

该模型的代码如下：

lasso_cv = LassoCV(eps=lasso_eps, n_alphas=lasso_alpha, max_iter=lasso_iter, normalize=True, cv=5)
model = make_pipeline(PolynomialFeatures(degree=2, interaction_only=False), lasso_cv)
model.fit(X_train, y_train.values.ravel())

y_predict = model.predict(X_test)
model_score = model.score(X_test, y_test)
print(f"Accuracy: {model_score}")

虽然，我正在得到我的模特得分;我也收到了以下警告：

/Users/pankajkumar/anaconda3/lib/python3.6/site-packages/sklearn/linear_model/coordinate_descent.py:491: ConvergenceWarning: Objective did not converge. You might want to increase the number of iterations. Fitting data with very small alpha may cause precision problems.
  ConvergenceWarning)

有人可以建议，这个警告意味着什么以及如何解决？ 任何帮助将不胜感激。