Configure mypy to install dependencies in CI and update pyproject.toml

[daniellepintz]

What does this PR do?

• Update code-checks.yml to install all dependencies - fixes Why is mypy checking `pytorch_lightning/plugins/precision/native_amp.py`? #9751
• Fix some of the 36 type errors revealed
• Update pyproject.toml for the files that still have type errors

Does your PR introduce any breaking changes? If yes, please list them.

Before submitting

• Was this discussed/approved via a GitHub issue? (not for typos and docs)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure your PR does only one thing, instead of bundling different changes together?
• Did you make sure to update the documentation with your changes? (if necessary)
• Did you write any new necessary tests? (not for typos and docs)
• Did you verify new and existing tests pass locally with your changes?
• Did you list all the breaking changes introduced by this pull request?
• Did you update the CHANGELOG? (not for typos, docs, test updates, or internal minor changes/refactorings)

PR review

Anyone in the community is welcome to review the PR.
Before you start reviewing make sure you have read Review guidelines. In short, see the following bullet-list:

• Is this pull request ready for review? (if not, please submit in draft mode)
• Check that all items from Before submitting are resolved
• Make sure the title is self-explanatory and the description concisely explains the PR
• Add labels and milestones (and optionally projects) to the PR so it can be classified

Did you have fun?

Make sure you had fun coding 🙃

[tchaton]

LGTM !

[carmocca]

Good, now the failures are showing in our CI.

Do we want to fix all them here, and merge this as a single PR?
Or disable mypy for these files again and address them one by one?

[daniellepintz]

@carmocca I'm working on fixing them here

[daniellepintz]

There is still a strange discrepancy between CI and running mypy locally: https://www.diffchecker.com/mFIxqa2Y

[Update] The discrepancy was due to an older version of torch installed locally

[daniellepintz]

This PR is ready to go, I updated pyproject.toml with the files I couldn't fix.

[awaelchli]

@daniellepintz @carmocca I suspect there will always be code paths that will be ignored. We have several conditional imports. So unless the mypy check gets included in all the jobs we run, there will always be a discrepancy.

[codecov]

Codecov Report

Merging #10682 (47a5879) into master (0066ff0) will decrease coverage by 4%.
The diff coverage is 67%.

@@           Coverage Diff            @@
##           master   #10682    +/-   ##
========================================
- Coverage      92%      88%    -4%     
========================================
  Files         177      177            
  Lines       16397    16396     -1     
========================================
- Hits        15053    14443   -610     
- Misses       1344     1953   +609