Forward Mode for Neural ODEs / Structured Parameters broken

[avik-pal]

Test from Optimization.jl: https://github.com/SciML/Optimization.jl/blob/master/test/minibatch.jl
Error: https://github.com/SciML/Optimization.jl/actions/runs/10550106197/job/29225903838#step:7:1169

The ComponentArrays parameters are being converted to regular arrays, so Lux doesn't know how to handle them. ReverseMode works fine.

cc @Vaibhavdixit02 (who also got this failure)

[Vaibhavdixit02]

We had some discussion at SciML/ModelingToolkit.jl#2968 Chris's latest comment suggests there might be release coming to fix it

[ChrisRackauckas]

Should be fixed in #1104 and some other related PRs. All tests are at least passing now.