How to set class-weight for imbalanced classes in KerasClassifier while it is used inside the GridSearchCV?
grid_result = grid.fit(X_train, y_train, clf__class_weight={0:0.95, 1:0.05})


FYI, per the docs fit_params should no longer be passed to the GridSearchCV constructor as a dict, but should be passed directly to fit as above.    

http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html