Here is a minimal reproducer:

import ax
print(ax.__version__)
print(dir(ax.plot))
ax.plot.marginal_effects

'0.2.3'
['__builtins__', '__cached__', '__doc__', '__file__', '__loader__', '__name__', '__package__', '__path__', '__spec__', 'base', 'color', 
'feature_importances', 'helper', 'pareto_frontier', 'pareto_utils', 'render', 'trace']
Traceback (most recent call last):
  File "<string>", line 1, in <module>
AttributeError: module 'ax.plot' has no attribute 'plot_marginal_effects'

When I "go to definition" for ax.plot it takes me to a blank __init__.py.

Running in VS Code on Windows inside a conda environment.