Add a common MDN network interface (consistent with new DensityEstimators)

[manuelgloeckler]

Description

The MDN i.e. Gaussian Mixture Density network, is a density estimator which gets a lot of "special" treatment.

• SNPE_A requires it, and implements a special "corrected" SNPE_A_MDN wrapper.
• SNPE_C has a special loss for it
• conditional_density.py implements a special ConditionedMDN to use the "marginalization" properties.

Hence it may be good to collapse all current MDN wrappers/functionalities into a single class MDNDensityEstimator, which does follow the new DensityEstimator.

Advantages:

• Reducing code duplication.
• Better typing.

[bkmi]

I find the SNPE_A_MDN class quite confusing. Is there a loss implemented for it yet? Why does it only inherit from DensityEstimator but not implement all methods?

[janfb]

This is being worked on in #1042 but it will not make it into the release in August.