Reference governors (RGs) provide an effective method for ensuring safety via constraint enforcement in closed-loop nonlinear control systems. When the system parameters are uncertain but constant, robust formulations of RGs that consider only the worst-case effect may be overly conservative and exhibit poor performance. This paper proposes a parameter-adaptive reference governor (PARG) architecture that is capable of generating safe trajectories in spite of parameter uncertainties, without being as conservative as robust RGs. The proposed approach employs machine learning on a combination of off-line simulations and on-line measurements to estimate parameter-robust constraint-admissible sets (PRCASs) that can be leveraged by the PARG. We illustrate the robust set learning and constraint enforcement qualities of the PARG using a two-dimensional electromagnetic actuator example, and further demonstrate the potential of the PARG on a vehicle case study for preventing rollover despite aggressive maneuvering.