How to learn a multivariabel guassian distribution?

#1

I am trying ot learn a MultivariateNormal distribution from a fixed set of samples.
Basically, I am trying to maximize the log_prob over some fixed samples. The simple version of the code will be like this:

class ParametricMultivariateNormal(nn.Module):
    def __init__(self, s):
        super().__init__()
        self.dist = MultivariateNormal(loc=torch.zeros(s, requires_grad=True),
                                       covariance_matrix=torch.eye(s, requires_grad=True))
    def forward(self, value):
        return self.dist.log_prob(value)

However, when I backward the -model(value), the distribution is not updated. What am I doing wrong?