I think that by “only ROBLOX” the author means that they want to make the AI itself run within Roblox. Not request it from an external source.
Given the amount of neurons ChatGPT has I highly doubt you will be able to make anything close to it within Roblox.
If I was you I’d try to figure out a way to train the AI outside of Roblox(for example in a dedicated resource for that) and then a way to encode all the information for recreating the final trained result(all weights and neurons information after training) as text. Then what I would make in Roblox is a way to decode the text back to the AI and somehow a way to understand the information in order to run it there(within the game server).