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[FR] Error messages should be more specific #1453

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@fritzo

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@fritzo

Users at PROBPROG 2018 requested more-specific error messages when models are invalid.

Specific improvements include:

  • Add site information for possible exception thrown when calculating logp #1509 Print sample site information when Distribution inputs are invalid. Currently it requires a debugger to see what line of the model is affected.
  • Add pretty printing of trace shapes on error #1534 On error print shapes of sites in the trace: value shape for params, and value,dist,log_prob shapes for sample sites.
  • On error, print contextual information: the current cond_indep_stack, the portion of stack trace under svi.step(), whether the model or guide is being executed, _DIM_ALLOCATOR sate, tracing state, etc. This could be accomplished via a try: except: raise block to add information to a caught error.
  • others?

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