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

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