Pytorch ValueError: optimizer got an empty parameter list

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Your NetActor does not directly store any nn.Parameter. Moreover, all other layers it eventually uses in forward are stored as a simple list in self.nn_layers.
If you want self.actor_nn.parameters() to know that the items stored in the list self.nn_layers may contain trainable parameters, you should work with containers.
Specifically, making self.nn_layers to be a nn.ModuleList instead of a simple list should solve your problem:

self.nn_layers = nn.ModuleList()

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