Using GridSearchCV in a regression with Keras

I’m trying to use GridSearchCV in a regression with a Keras neural network.
The data I’m using is the Boston Housing Price dataset, which was loaded directly from keras boston_housing.load_data(). The following is a code snippet of I’m trying to do.

def build_model():
    model=models.Sequential()
    model.add(layers.Dense(64,activation="relu",
                          input_shape=(train_data_norm.shape[1],)))
    model.add(layers.Dense(64,activation="relu"))
    model.add(layers.Dense(1))
    model.compile(optimizer='rmsprop',loss="mse",metrics=["mae"])
    return model 

from sklearn.model_selection import GridSearchCV

from keras.wrappers.scikit_learn import KerasRegressor

model=KerasRegressor(build_fn=build_model(),epochs=30)

param_grid = {"epochs":list(range(1,51))}

grid_model=GridSearchCV(model,param_grid,cv=4)

grid_model.fit(train_data_norm, train_targets)

And I get the following error message:

TypeError Traceback (most recent call last)
<ipython-input-185-3fa5fc34b6b0> in <module>
      9 grid_model=GridSearchCV(model,param_grid,cv=4)
     10 
---> 11 grid_model.fit(train_data_norm, train_targets)

~anaconda3envsPythonCPUlibsite-packagessklearnutilsvalidation.py in inner_f(*args, **kwargs)
     70                           FutureWarning)
     71         kwargs.update({k: arg for k, arg in zip(sig.parameters, args)})
---> 72         return f(**kwargs)
     73     return inner_f
     74 

~anaconda3envsPythonCPUlibsite-packagessklearnmodel_selection_search.py in fit(self, X, y, groups, **fit_params)
    679         n_splits = cv.get_n_splits(X, y, groups)
    680 
--> 681         base_estimator = clone(self.estimator)
    682 
    683         parallel = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,

~anaconda3envsPythonCPUlibsite-packagessklearnutilsvalidation.py in inner_f(*args, **kwargs)
     70                           FutureWarning)
     71         kwargs.update({k: arg for k, arg in zip(sig.parameters, args)})
---> 72         return f(**kwargs)
     73     return inner_f
     74 

~anaconda3envsPythonCPUlibsite-packagessklearnbase.py in clone(estimator, safe)
     85     new_object_params = estimator.get_params(deep=False)
     86     for name, param in new_object_params.items():
---> 87         new_object_params[name] = clone(param, safe=False)
     88     new_object = klass(**new_object_params)
     89     params_set = new_object.get_params(deep=False)

~anaconda3envsPythonCPUlibsite-packagessklearnutilsvalidation.py in inner_f(*args, **kwargs)
     70                           FutureWarning)
     71         kwargs.update({k: arg for k, arg in zip(sig.parameters, args)})
---> 72         return f(**kwargs)
     73     return inner_f
     74 

~anaconda3envsPythonCPUlibsite-packagessklearnbase.py in clone(estimator, safe)
     69     elif not hasattr(estimator, 'get_params') or isinstance(estimator, type):
     70         if not safe:
---> 71             return copy.deepcopy(estimator)
     72         else:
     73             if isinstance(estimator, type):

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    170                     y = x
    171                 else:
--> 172                     y = _reconstruct(x, memo, *rv)
    173 
    174     # If is its own copy, don't memoize.

~anaconda3envsPythonCPUlibcopy.py in _reconstruct(x, memo, func, args, state, listiter, dictiter, deepcopy)
    268     if state is not None:
    269         if deep:
--> 270             state = deepcopy(state, memo)
    271         if hasattr(y, '__setstate__'):
    272             y.__setstate__(state)

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_dict(x, memo, deepcopy)
    228     memo[id(x)] = y
    229     for key, value in x.items():
--> 230         y[deepcopy(key, memo)] = deepcopy(value, memo)
    231     return y
    232 d[dict] = _deepcopy_dict

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_list(x, memo, deepcopy)
    203     append = y.append
    204     for a in x:
--> 205         append(deepcopy(a, memo))
    206     return y
    207 d[list] = _deepcopy_list

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    170                     y = x
    171                 else:
--> 172                     y = _reconstruct(x, memo, *rv)
    173 
    174     # If is its own copy, don't memoize.

~anaconda3envsPythonCPUlibcopy.py in _reconstruct(x, memo, func, args, state, listiter, dictiter, deepcopy)
    268     if state is not None:
    269         if deep:
--> 270             state = deepcopy(state, memo)
    271         if hasattr(y, '__setstate__'):
    272             y.__setstate__(state)

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_dict(x, memo, deepcopy)
    228     memo[id(x)] = y
    229     for key, value in x.items():
--> 230         y[deepcopy(key, memo)] = deepcopy(value, memo)
    231     return y
    232 d[dict] = _deepcopy_dict

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_list(x, memo, deepcopy)
    203     append = y.append
    204     for a in x:
--> 205         append(deepcopy(a, memo))
    206     return y
    207 d[list] = _deepcopy_list

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    170                     y = x
    171                 else:
--> 172                     y = _reconstruct(x, memo, *rv)
    173 
    174     # If is its own copy, don't memoize.

~anaconda3envsPythonCPUlibcopy.py in _reconstruct(x, memo, func, args, state, listiter, dictiter, deepcopy)
    268     if state is not None:
    269         if deep:
--> 270             state = deepcopy(state, memo)
    271         if hasattr(y, '__setstate__'):
    272             y.__setstate__(state)

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_dict(x, memo, deepcopy)
    228     memo[id(x)] = y
    229     for key, value in x.items():
--> 230         y[deepcopy(key, memo)] = deepcopy(value, memo)
    231     return y
    232 d[dict] = _deepcopy_dict

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    170                     y = x
    171                 else:
--> 172                     y = _reconstruct(x, memo, *rv)
    173 
    174     # If is its own copy, don't memoize.

~anaconda3envsPythonCPUlibcopy.py in _reconstruct(x, memo, func, args, state, listiter, dictiter, deepcopy)
    268     if state is not None:
    269         if deep:
--> 270             state = deepcopy(state, memo)
    271         if hasattr(y, '__setstate__'):
    272             y.__setstate__(state)

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_dict(x, memo, deepcopy)
    228     memo[id(x)] = y
    229     for key, value in x.items():
--> 230         y[deepcopy(key, memo)] = deepcopy(value, memo)
    231     return y
    232 d[dict] = _deepcopy_dict

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    170                     y = x
    171                 else:
--> 172                     y = _reconstruct(x, memo, *rv)
    173 
    174     # If is its own copy, don't memoize.

~anaconda3envsPythonCPUlibcopy.py in _reconstruct(x, memo, func, args, state, listiter, dictiter, deepcopy)
    268     if state is not None:
    269         if deep:
--> 270             state = deepcopy(state, memo)
    271         if hasattr(y, '__setstate__'):
    272             y.__setstate__(state)

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_dict(x, memo, deepcopy)
    228     memo[id(x)] = y
    229     for key, value in x.items():
--> 230         y[deepcopy(key, memo)] = deepcopy(value, memo)
    231     return y
    232 d[dict] = _deepcopy_dict

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    170                     y = x
    171                 else:
--> 172                     y = _reconstruct(x, memo, *rv)
    173 
    174     # If is its own copy, don't memoize.

~anaconda3envsPythonCPUlibcopy.py in _reconstruct(x, memo, func, args, state, listiter, dictiter, deepcopy)
    268     if state is not None:
    269         if deep:
--> 270             state = deepcopy(state, memo)
    271         if hasattr(y, '__setstate__'):
    272             y.__setstate__(state)

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    144     copier = _deepcopy_dispatch.get(cls)
    145     if copier is not None:
--> 146         y = copier(x, memo)
    147     else:
    148         if issubclass(cls, type):

~anaconda3envsPythonCPUlibcopy.py in _deepcopy_dict(x, memo, deepcopy)
    228     memo[id(x)] = y
    229     for key, value in x.items():
--> 230         y[deepcopy(key, memo)] = deepcopy(value, memo)
    231     return y
    232 d[dict] = _deepcopy_dict

~anaconda3envsPythonCPUlibcopy.py in deepcopy(x, memo, _nil)
    159                     reductor = getattr(x, "__reduce_ex__", None)
    160                     if reductor is not None:
--> 161                         rv = reductor(4)
    162                     else:
    163                         reductor = getattr(x, "__reduce__", None)

TypeError: cannot pickle '_thread.RLock' object