Solved by ptrblck in post #2 
              
              
                The reason that init_lev_sms and seas_sms are showing up as model parameters while init_seasonalities does not, is that you are rightly using a nn.ParameterList for the former ones while a plain Python list for the latter. 
Change the last line to: 
self.init_seasonalities = nn.ParameterList(init_se…