@Eduardo Your solution worked for me with one small change. Currently if you instantiate the class and then add new parameters via set_params(), that change won't be reflected in get_params() because they haven't been added to _param_names. I added one line to fix this:

def set_params(self, **params):
    for param, value in params.items():
        setattr(self, param, value)
        self._param_names.append(param)

    return self

(Posted as an answer as I can't comment yet)