Weights not updated with nn.Sigmoid

My problem is that when I use nn.ReLU my network learns nicely. But when I use nn.Sigmoid then the weights are not updated at all.

after loss.backward() the list(model.parameters())[0].grad shows all 0. while with nn.ReLU they are 0.0000

My input data is OneHot encoded and target is normalize to be between 0 and 1

When i remove the additional layer, then ( w2, b2) then sigmoid also starts to learn. The the fact it has two layers stops it from learning. But why?

class LinearRegressionModel(nn.Module):

    def __init__(self, input_dim, output_dim):
        super(LinearRegressionModel, self).__init__()
        self.input_dim = input_dim
        self.output_dim = output_dim

        self.w = torch.nn.Parameter(torch.empty(input_dim, 20).uniform_(0, 1))
        self.b = torch.nn.Parameter(torch.empty(20).uniform_(0, 1))

        self.w2 = torch.nn.Parameter(torch.empty(20, output_dim).uniform_(0, 1))
        self.b2 = torch.nn.Parameter(torch.empty(output_dim).uniform_(0, 1))

    def activation(self):
        return torch.nn.Sigmoid()

    def forward(self, x):
        x = x.view((x.shape[0], 1, self.input_dim))

        exp_w = self.w.expand(x.shape[0], self.w.size(0), self.w.size(1))
        out = torch.add(torch.bmm(x, exp_w), self.b)
        exp_w2 = self.w2.expand(out.shape[0], self.w2.size(0), self.w2.size(1))
        out = self.activation()(torch.add(torch.bmm(out, exp_w2), self.b2))

        return out.view(x.shape[0])

I printed out sum of the wights before and after and they are equal.
I’m not sure what else could I do to debug this.