Issue Description

Better support for mixed precision training would be extremely helpful, at least for SVI. I can manually cast data into float16 or bfloat16 but I am unable to leverage PyTorch's automatic mixed precision training. This is because it requires the use of the GradScaler class during the optimization loop to properly scale gradients in a mixed-precision-aware manner. See the documentation for more info: https://pytorch.org/docs/stable/amp.html

It would be nice to have support for using this class within pyro optimizers to allow for amp support.