To improve the stability of the inverter‐based microgrid (MG), this paper employs a novel data‐driven based method to coordinately adjust control parameters of inverters in a fast local manner. During the design process, an offline eigenvalue based optimization problem that is used to calculate the optimal control parameters under various operating conditions is first constructed. In order to reduce reliance on full system information, a feature selection algorithm is utilized to extract the most relevant local measurements that influence the adjustment of each control parameter. Then, regarding local measurements as input variables and optimal control parameters as output variables, based on northern goshawk optimization (NGO) and long short‐term memory (LSTM) network, a novel deep learning algorithm is proposed to train the local parameter adjustment model (LPAM) by learning the mapping relationship between them. During the application, to guarantee the stability of MG all the time, a security region based shielding mechanism is developed, where the improper control parameter adjustment will be replaced by a safe one. The case study indicates that the proposed algorithm has better mapping accuracy than traditional LSTM neural networks and also faster calculation speed than the traditional offline optimization‐based method. The effectiveness and advantages of the proposed method are demonstrated in a modified 9‐bus MG.