How to implement gridsearchCV for onevsrestclassifier of LogisticRegression classifier?
When you use nested estimators with grid search you can scope the parameters with __ as a separator. In this case the LogisticRegression model is stored as an attribute named estimator inside the OneVsRestClassifier model:
from sklearn.model_selection import GridSearchCV
from sklearn.linear_model import LogisticRegression
from sklearn.multiclass import OneVsRestClassifier

tuned_parameters = [{'estimator__C': [100, 10, 1, 0.1, 0.01, 0.001, 0.0001]}]

# Find Optimal C by grid search 

log_reg_clf = OneVsRestClassifier(LogisticRegression())

logistic_gs = GridSearchCV(log_reg_clf, tuned_parameters,scoring = 'f1_micro', cv=3)

logistic_gs.fit(x_train_bow, y_train)
print(logistic_gs.best_estimator_)