Make PyTorch Lightning PEP 561 Compliant
Motivation
Make pytorch_lightning PEP 561 compliant such that its code can be type checked when it is added as a dependency.
Description
Currently pytorch_lightning has inline type hints such that running mypy on pytorch_lightning itself reports success. However, when pytorch_lightning is imported by another project, and mypy is run there, I'm met with the following error:
error: Skipping analyzing 'pytorch_lightning': found module but no type hints or library stubs

This is because pytorch_lightning is not declared as PEP 561-compliant package. To quote from PEP 561:

Package maintainers who wish to support type checking of their code MUST add a marker file named py.typed to their package supporting typing.

To reproduce:

Create a new Python project with a virtualenv
Create file sample.py with contents:

import pytorch_lightning


pip install mypy.
pip install -e git+https://github.com/PyTorchLightning/pytorch-lightning#egg=pytorch-lightning
Observe that mypy sample.py results in

error: Skipping analyzing 'pytorch_lightning': found module but no type hints or library stubs
note: See https://mypy.readthedocs.io/en/latest/running_mypy.html#missing-imports


pip install -e git+https://github.com/MarioIshac/pytorch-lightning@pep-561-compliance#egg=pytorch-lightning (wiping the previous git clone)
Observe that mypy sample.py results in:

Success: no issues found in 1 source file