convergenceWarning:objevtive did not converge问题怎么解决

代码:def feature_selection(train_data, train_label, lamda0, test_data):
L = Lasso(alpha=lamda0)
L.fit(train_data, train_label)
coef = L.coef_
index = []
for i in range(len(coef)):
if coef[i] != 0:
index.append(i)

Train_Data = train_data[:, index]
Test_Data = test_data[:, index]
return Train_Data, Test_Data, index

问题:C:\ProgramData\Anaconda3\lib\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)