Allow setting initial values on autoguides with subsampling #2063
Description
Feature Summary
With a model that allows subsampling (subsample_size=n) it is currently not possible to set initial values on autoguides on parameters that have the same dimension as all data with size N, such that n is a subsample of N.
Why is this needed?
This may be useful for complicated (time series) models where it is useful to set initial values for initializing SVI and one wants to use subsampling. (And one does not use amortization)
See here for a MRE: https://forum.pyro.ai/t/svi-autoguides-subsampling-and-initial-values/