Request for dynamic `num_warmup` argument to MCMC object

[bjeffrey92]

It would be useful if it wasn't a requirement to specify the number of warmups for MCMC sampling before the model is compiled to save time if it is necessary to re-run the MCMC with more iterations to ensure convergence

Please, could this be changed so that num_warmup is specified after the model has compiled?

(I also started a discussion about this on the pyro forum )