DOC add example with set_params. (scikit-learn#29243)

Author: m-maggi

examples/miscellaneous/plot_set_output.py

@@ -63,6 +63,21 @@
 # means that the final logistic regression step contains the feature names of the input.
 clf[-1].feature_names_in_
 
+# %%
+# .. note:: If one uses the method `set_params`, the transformer will be
+#    replaced by a new one with the default output format.
+clf.set_params(standardscaler=StandardScaler())
+clf.fit(X_train, y_train)
+clf[-1].feature_names_in_
+
+# %%
+# To keep the intended behavior, use `set_output` on the new transformer
+# beforehand
+scaler = StandardScaler().set_output(transform="pandas")
+clf.set_params(standardscaler=scaler)
+clf.fit(X_train, y_train)
+clf[-1].feature_names_in_
+
 # %%
 # Next we load the titanic dataset to demonstrate `set_output` with
 # :class:`compose.ColumnTransformer` and heterogeneous data.