Since Pyro supports exclusively Python 3, we should look into adding type hints. This has a few advantages:

• pep8 linters can check for type errors
• easier for a reader to understand function signatures. useful for eg funsor where multiple dispatching is prevalent.
• sphinx docs can autogenerate types of args
• IDE static analysis tools will work (better)

e.g.

from typing import List, Optional

def foo(bar: List, baz: Optional[List] = None) -> List:
    return bar

Add type hints to modules

• contrib
• distributions
• distributions.transforms
• distributions.constraints
• infer
• nn
  • Type annotate pyro.nn.module #3337
  • Type annotate pyro.nn.dense_nn and pyro.nn.auto_reg_nn #3342
• ops
• optim Type Hints for Optim module and Setup MyPy as part of CI #2853
• params Add param_store.py type hints #3271
• poutine
  • Annotate handlers & add py.typed #3321
  • Mypy warn_unreachable=True #3312
  • Type annotate messengers #3309
  • Type annotate messengers #3308
  • Type annotate poutines #3306
  • Type annotate Trace, TraceMessenger, & pyro.poutine.guide #3299
  • Type annotate broadcast, condition, do, enum messengers #3295
  • Type annotate pyro.primitives & poutine.block_messenger #3292
  • Type annotate pyro.poutine.messenger #3290
  • Type annotate pyro.poutine.runtime #3288
• scripts
• tests.test_primitives
• tests.test_generic (low priority)
• tests.poutine
• tests.ops
• tests.optim
• tests.perf
• tests.nn
• tests.infer
• tests.distributions
• tests.contrib

Additional functionality for type hints

• Give warnings on #type ignore in codebase
  Grey might be a good idea for finding #type ignores
• Give warnings on modules skipped by mypy