Simplify param names in callable optim configs

[fritzo]

This simplifies the interface of per-parameter callable optim configs, and updates it to make sense when PyroModule replaces pyro.module as the default interface. Basically:

- def optim_config(module_name, param_name):
+ def optim_config(param_name):

BEFORE this PR the callable took a pair (module_name, param_name), where:

• for parameters registered through pyro.module, module_name was the name passed to pyro.module and param_name was the fully-qualified name within that module.
• for parameters registered through PyroModule..., module_name == param_name == the fully-qualified name of the parameter, e.g. Guide.locs.rate (yes this is weird).

AFTER this PR the callable takes a single param_name which is the fully qualified name as in nn.Module.named_parameters(), e.g. Guide.locs.rate. Crucially, this name remains the same even if we convert a submodule from an nn.Module to a PyroModule via to_pyro_module_() (and i've added a test for this).

This also fixes a bug in edge-case interactions between PyroModule and to_pyro_module_().

Backwards compatibility.

The old behavior is still supported but is no longer mentioned in documentation or examples.

Tested

• changed all occurrences in existing tests and examples
• added test that names are not changed by to_pyro_module_()

[fritzo]

• @martinjankowiak could you please review the changes to the optim interface?
• @fehiepsi could you please review the small change to PyroModule?

[fehiepsi]

The change is a bit subtle but LGTM.

[fritzo]

Thanks for reviewing!