Optimization.jl: Method error while using AutoReverseDiff

[ChrisRackauckas]

@Luis_Calderon

MethodError: no method matching (::var"#my_model#187"{StateSpaceModel{Vector{Float64}, Matrix{Float64}, Vector{Matrix{Float64}}, Int64}, MethodOptions{Bool, String, Int64, Float64}})(::ReverseDiff.TrackedArray{Float64, Float64, 1, Vector{Float64}, Vector{Float64}}, ::SciMLBase.NullParameters)
Closest candidates are:
  (::var"#my_model#187")(::Any) at ...

my_model(params) only takes in one argument. It’s saying you need a function of two arguments, my_model(params,_) since you don’t use the hyperparameters.