tensorflow / tensorflow/probability
`_parameter_properties` is not implemented for `LinearGaussianStateSpaceModel`
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Description
When using the JAX substrate doing optimisation of the parameters of LinearGaussianStateSpaceModel when I JIT compile the update step of optimisation I get the below at this line: https://github.com/tensorflow/probability/blob/v0.23.0/tensorflow_probability/python/internal/auto_composite_tensor.py#L795
`_parameter_properties` is not implemented for `LinearGaussianStateSpaceModel`
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Research direction
Start at tensorflow_probability/python/internal/auto_composite_tensor.py around line 795 and inspect the LinearGaussianStateSpaceModel implementation. Determine how its parameter metadata should be supplied so JAX-jitted optimization updates no longer raise the reported error, and verify the failing optimization path works without that exception.
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Assessment
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100