Wow I was asking myself the exact same thing. I am working on an adaptation of MAML-based iteration for multi-agent learning (https://github.com/alexis-jacq/LOLA_DiCE 30), and it worked since I am not using nn.Module.
Now I want to try it on larger networks (CNN with a recurrent layer) but I have to create everything by hand with nn.functional and implement my own gradient descents.
So far, it seems that Pytorch can’t differentiate through Module parameters updates.