🐛 Bug

TransformedDistribution does not seem to have correct event_shape when the transform has changed the number of dimensions (e.g. with StickBreakingTransform).

To Reproduce

Steps to reproduce the behavior:

import torch as tt
dist = tt.distributions.Dirichlet(tt.ones(3))
support = dist.support
tform = tt.distributions.constraint_registry.biject_to(support)
dist_unconstrained = tt.distributions.TransformedDistribution(dist,tform.inv)

print(tform)
print(dist_unconstrained.sample())
print(dist_unconstrained.event_shape)

Produces the results of

StickBreakingTransform()
tensor([ 0.3628, -1.9573])
torch.Size([3])

Expected behavior

The last print statement should (seemingly) give:

torch.Size([2])

Environment

• PyTorch Version (e.g., 1.0): 1.1.0
• OS (e.g., Linux): Mac
• How you installed PyTorch (conda, pip, source): conda
• Build command you used (if compiling from source): n/a
• Python version: 3.6.4
• CUDA/cuDNN version: n/a
• GPU models and configuration: n/a
• Any other relevant information: n/a