Fix for mcmc api transforms None for potential_fn (#2266)

* Fix for mcmc api transforms None for potential_fn

* comment tidy

* fix lint

* fixes for multiprocessing

Co-authored-by: Neeraj Pradhan <prad.neeraj@gmail.com>

pyro/infer/mcmc/api.py

@@ -385,13 +385,15 @@ def run(self, *args, **kwargs):
         # If transforms is not explicitly provided, infer automatically using
         # model args, kwargs.
         if self.transforms is None:
-            if hasattr(self.kernel, 'transforms'):
-                if self.kernel.transforms is not None:
-                    self.transforms = self.kernel.transforms
+            # Use `kernel.transforms` when available
+            if hasattr(self.kernel, 'transforms') and self.kernel.transforms is not None:
+                self.transforms = self.kernel.transforms
+            # Else, get transforms from model (e.g. in multiprocessing).
             elif self.kernel.model:
                 _, _, self.transforms, _ = initialize_model(self.kernel.model,
                                                             model_args=args,
                                                             model_kwargs=kwargs)
+            # Assign default value
             else:
                 self.transforms = {}