Support pickling MCMC objects with enumeration

[tare]

This PR aims to solve the issue reported in #1576.

Moved the inner functions

numpyro/numpyro/contrib/funsor/infer_util.py

Lines 72 to 79 in 0589859

	def config_fn(site):
	if (
	site["type"] == "sample"
	and (not site["is_observed"])
	and site["fn"].has_enumerate_support
	):
	return {"enumerate": site["infer"].get("enumerate", default)}
	return {}

and

numpyro/numpyro/contrib/funsor/infer_util.py

Lines 110 to 119 in 0589859

	def config_fn(site):
	if (
	site["type"] == "sample"
	and (not site["is_observed"])
	and (sites is None or site["name"] in sites)
	):
	return {"kl": site["infer"].get("kl", "analytic")}
	return {}
	return infer_config(fn, config_fn)

outside of the functions config_enumerate and config_kl, respectively. I'm not sure in which use cases the current version of config_kl would produce issues but since it was using the same nested function pattern I updated it as well.

Implemented a couple of tests based on some existing tests to verify the appropriateness of the changes.

[fehiepsi]

Nice solution! Thanks for supporting this feature, @tare!