VS Code mypy warnings due to Pyro's type hints

[fritzo]

Parent issue #2550

This issue is a running list of new mypy warnings when using Pyro>=1.9 which has a py.typed.

• poutine.trace(...).get_trace() has no attribute "get_trace" Fix typing of poutine.trace(model).get_trace() #3334
• dist.Categorical: Module has no attribute "Categorical" Explicitly import distributions from torch #3333
• PyroParam Missing positional arguments "constraint", "event_dim" in call to "PyroParam" [call-arg]
• self.W_kg.T "PyroParam" has no attribute "T" [attr-defined]

Environment

% python --version
Python 3.11.5

% pip freeze | grep mypy
mypy==1.8.0
mypy-extensions==1.0.0

% pip freeze | grep pyro
pyro-api==0.1.2
pyro-ppl==1.9.0

[ordabayevy]

I get a lot of errors related to PyroParam.