Add a warning for calling inverse of a non-bijective transform (pyro-…

…ppl#1269)

* Add a warning for inverse transform

* address comment for adding stacklevel

numpyro/distributions/transforms.py

@@ -160,6 +160,11 @@ def __call__(self, x):
         return jnp.abs(x)
 
     def _inverse(self, y):
+        warnings.warn(
+            "AbsTransform is not a bijective transform."
+            " The inverse of `y` will be `y`.",
+            stacklevel=find_stack_level(),
+        )
         return y
 
 

numpyro/infer/reparam.py

@@ -187,7 +187,7 @@ class NeuTraReparam(Reparam):
     """
     Neural Transport reparameterizer [1] of multiple latent variables.
 
-    This uses a trained :class:`~pyro.contrib.autoguide.AutoContinuous`
+    This uses a trained :class:`~numpyro.infer.autoguide.AutoContinuous`
     guide to alter the geometry of a model, typically for use e.g. in MCMC.
     Example usage::
 

numpyro/util.py

@@ -444,9 +444,9 @@ def format_shapes(
         def model(*args, **kwargs):
             ...
 
-        with numpyro.handlers.seed(rng_key=1):
+        with numpyro.handlers.seed(rng_seed=1):
             trace = numpyro.handlers.trace(model).get_trace(*args, **kwargs)
-        numpyro.util.format_shapes(trace)
+        print(numpyro.util.format_shapes(trace))
     """
     if not trace.keys():
         return title