Warn if importing pyro.contrib.autoguide rather than pyro.infer.autoguide
-# DEPRECATED pyro.contrib.autoguide has moved to pyro.infer.autoguide
+import warnings
+
from pyro.infer.autoguide import * # noqa F403
+
+warnings.warn("pyro.contrib.autoguide has moved to pyro.infer.autoguide. "
+ "The contrib alias will stop working in Pyro 0.5.",
+ DeprecationWarning)
