"No gradients provided for any variable" error when trying to use GradientTape mechanism - tensorflow

Question

I'm trying to use GradientTape mechanism for the first time. I've looked at some examples but I'm getting the "No gradients provided for any variable" error and was wondering how to overcome this?
I want to define some complex loss functions, so I tried using GradientTape to produce its gradient for the CNN training. What was I doing wrong and can I fix it?
Attached is a run-able example code that demonstrates my problem:
# imports
import numpy as np
import tensorflow as tf
import sklearn
from tensorflow import keras
from tensorflow.keras import layers
from sklearn.model_selection import train_test_split
from sklearn.svm import SVC
tf.config.run_functions_eagerly(True)
#my loss function
def my_loss_fn(y_true, y_pred):
` # train SVM classifier
VarC=1E6
VarGamma='scale'
clf = SVC(kernel='rbf', C=VarC, gamma=VarGamma, probability=True )
clf.fit(y_pred, y_true)
y_pred = clf.predict_proba(y_pred)
scce = tf.keras.losses.SparseCategoricalCrossentropy()
return scce(y_true, y_pred)
`
#creating inputs to demontration
X0=0.5*np.ones((12,12))
X0[2:12:4,:]=0
X0[3:12:4,:]=0
X1=0.5*np.ones((12,12))
X1[1:12:4,:]=0
X1[2:12:4,:]=0
X1=np.transpose(X1)
X=np.zeros((2000,12,12))
for i in range(0,1000):
X[i]=X0+np.random.rand(12,12)
for i in range(1000,2000):
X[i]=X1+np.random.rand(12,12)
y=np.zeros(2000, dtype=int)
y[1000:2000]=1
x_train, x_val, y_train, y_val = train_test_split(X, y, train_size=0.5)
x_val, x_test, y_val, y_test = train_test_split(x_val, y_val, train_size=0.5)
x_train = tf.convert_to_tensor(x_train)
x_val = tf.convert_to_tensor(x_val)
x_test = tf.convert_to_tensor(x_test)
y_train = tf.convert_to_tensor(y_train)
y_val = tf.convert_to_tensor(y_val)
y_test = tf.convert_to_tensor(y_test)
inputs = keras.Input((12,12,1), name='images')
x0 = tf.keras.layers.Conv2D(8,4,strides=4)(inputs)
x0 = tf.keras.layers.AveragePooling2D(pool_size=(3, 3), name='pooling')(x0)
outputs = tf.keras.layers.Flatten(name='predictions')(x0)
model = keras.Model(inputs=inputs, outputs=outputs)
optimizer=tf.keras.optimizers.Adam(learning_rate=0.001)
# Instantiate a loss function.
loss_fn = my_loss_fn
# Prepare the training dataset.
batch_size = 256
train_dataset = tf.data.Dataset.from_tensor_slices((x_train, y_train))
train_dataset = train_dataset.shuffle(buffer_size=1024).batch(batch_size)
epochs = 100
for epoch in range(epochs):
print('Start of epoch %d' % (epoch,))
# Iterate over the batches of the dataset.
for step, (x_batch_train, y_batch_train) in enumerate(train_dataset):
# Open a GradientTape to record the operations run
# during the forward pass, which enables autodifferentiation.
with tf.GradientTape() as tape:
tape.watch(model.trainable_weights)
# Run the forward pass of the layer.
# The operations that the layer applies
# to its inputs are going to be recorded
# on the GradientTape.
logits = model(x_batch_train, training=True) # Logits for this minibatch
# Compute the loss value for this minibatch.
loss_value = loss_fn(y_batch_train, logits)
# Use the gradient tape to automatically retrieve
# the gradients of the trainable variables with respect to the loss.
grads = tape.gradient(loss_value, model.trainable_weights)
# Run one step of gradient descent by updating
# the value of the variables to minimize the loss.
optimizer.apply_gradients(zip(grads, model.trainable_weights))
# Log every 200 batches.
if step % 200 == 0:
print('Training loss (for one batch) at step %s: %s' % (step, float(loss_value)))
print('Seen so far: %s samples' % ((step + 1) * 64))
And when running, I get:
ValueError: No gradients provided for any variable: (['conv2d_2/kernel:0', 'conv2d_2/bias:0'],). Provided grads_and_vars is ((None, <tf.Variable 'conv2d_2/kernel:0' shape=(4, 4, 1, 8) dtype=float32, nump
If I use some standard loss function:
For example the following model and loss function
inputs = keras.Input((12,12,1), name='images')
x0 = tf.keras.layers.Conv2D(8,4,strides=4)(inputs)
x0 = tf.keras.layers.AveragePooling2D(pool_size=(3, 3), name='pooling')(x0)
x0 = tf.keras.layers.Flatten(name='features')(x0)
x0 = layers.Dense(16, name='meta_features')(x0)
outputs = layers.Dense(2, name='predictions')(x0)
model = keras.Model(inputs=inputs, outputs=outputs)
loss_fn = keras.losses.SparseCategoricalCrossentropy(from_logits=True)
Everything works fine and converges well.
What am I doing wrong and can I fix it?