set_params.patch

diff --git a/nolearn/lasagne.py b/nolearn/lasagne.py
index 5c2c64c..86f2e7a 100644
--- a/nolearn/lasagne.py
+++ b/nolearn/lasagne.py
@@ -22,7 +22,21 @@ from theano import tensor as T
 
 
 class _list(list):
-    pass
+    def set_params(self, **params):
+        # see: https://github.com/scikit-learn/scikit-learn/blob/c453711bc6cc5e759ab250d3bc6677e6641fd186/sklearn/base.py#L242
+        for key, v in params.iteritems():
+            split = key.split('__', 1)
+            if len(split) > 1:
+                # nested objects case
+                name, sub_name = split
+                for ln,l in self:
+                    if ln == name:
+                        l.set_params(**{sub_name: v}) # We assume that l is some wrapper of the layer + params
+                        break
+                else:
+                    assert False
+            else:
+                assert False
+        return self