Remove hmc.jl and mh.jl in light of upstreamed "getparams" into AbstractMCMC

[sunxd3]

After the merging of TuringLang/AbstractMCMC.jl#86. We can start removing HMC and MH samplers to using ExternalSampler interface.

This would involve following steps:

• add getparams and setparams!! implementation in AdvacnedHMC and AdvancedMH
• alias HMC(...; adtype) in Turing as externalsampler(AdvancedHMC.hmc(...); adtype)

[sunxd3]

Some notes for completion of the second item

One can already use AdvancedHMC and AdvancedMH though the ExternalSampler interface (more details to be find at https://turinglang.org/docs/tutorials/docs-16-using-turing-external-samplers/)

julia> using Turing; using AdvancedHMC: AdvancedHMC; using ADTypes

julia> model = Turing.DynamicPPL.TestUtils.DEMO_MODELS[1]
DynamicPPL.Model{typeof(DynamicPPL.TestUtils.demo_dot_assume_dot_observe), (:x, Symbol("##arg#269")), (), (), Tuple{Vector{Float64}, DynamicPPL.TypeWrap{Vector{Float64}}}, Tuple{}, DynamicPPL.DefaultContext}(DynamicPPL.TestUtils.demo_dot_assume_dot_observe, (x = [1.5, 2.0], var"##arg#269" = DynamicPPL.TypeWrap{Vector{Float64}}()), NamedTuple(), DynamicPPL.DefaultContext())

julia> spl = externalsampler(AdvancedHMC.HMC(0.2, 30); adtype=AutoForwardDiff())

Turing.Inference.ExternalSampler{AdvancedHMC.HMC{AdvancedHMC.Leapfrog{Float64}, Symbol}, AutoForwardDiff{nothing, Nothing}, true}(AdvancedHMC.HMC{AdvancedHMC.Leapfrog{Float64}, Symbol}(30, Leapfrog(ϵ=0.2), :diagonal), AutoForwardDiff())

julia> sample(model, spl, 10)
Sampling 100%|██████████████████████████████████████████| Time: 
....

The mechanism is as follows: at the end of the step call with an external sampler, transition_to_turing and state_to_turing are called. These two functions then call getparams on the sampler state of the external samplers. getparams for AdvancedHMC.HMCState and AdvancedMH.Transition (AdvancedMH uses Transition as state) are defined in abstractmcmc.jl.

So we should be able to move the HMC (NUTS, etc.) and MH samplers that are current in Turing.Inference to ExternalSampler interface in a relatively painless way. (And currently we can only move these two).

That being said, we need to be particularly care about the differences in the interface of Turing's API and API of AdvancedHMC (and AdvancedMH). E.g. NUTS(Turing AdvancedHMC), i.e. Turing provides some default arguments.