Independent constraint (#50547)
Summary:
Addresses https://github.com/pytorch/pytorch/issues/50496
This fixes a number of inconsistencies in torch.distributions.constraints as used for parameters and supports of probability distributions.
- Adds a `constraints.independent` and replaces `real_vector` with `independent(real, 1)`. (this pattern has long been used in Pyro)
- Adds an `.event_dim` attribute to all constraints.
- Tests that `constraint.check(data)` has the correct shape. (Previously the shapes were incorrect).
- Adds machinery to set static `.is_discrete` and `.event_dim` for `constraints.dependent`.
- Fixes constraints for a number of distributions.
## Tested
- added a new check to the constraints tests
- added a new check for `.event_dim`
cc fehiepsi feynmanliang stefanwebb
Pull Request resolved: https://github.com/pytorch/pytorch/pull/50547
Reviewed By: VitalyFedyunin
Differential Revision: D25918330
Pulled By: neerajprad
fbshipit-source-id: a648c3de3e8704f70f445c0f1c39f2593c8c74db
