[Feature Request] Mypy type checking

🚀 Feature

Use mypy as the type checker.

Follow-up of https://github.com/DLR-RM/stable-baselines3/issues/1119#issuecomment-1279241980

Motivation

Currently, type checking is done with pytype. It seems that many errors are not correctly detected: #894 #1027 #1039 #1040 #1117 #1119

Pitch

Replace pytype by mypy. Or just add mypy.

Alternatives

No response

Additional context

This would require a lot of changes, in particular removing the use of None for undefined variables:

current usage

from typing import Optional

class A:
    def __init__(self):
        self.a = None # type: Optional[int]

what should be done, according to PEP526 (if I understand properly)

class A:
    def __init__(self):
        self.a: int

Checklist

• I have checked that there is no similar issue in the repo

[qgallouedec]

I don’t mind either way. We can go with 3 for now, if it gets too messy we can switch to 2.

Let’s do the opposite: we go for option 2 and if fixing is too hard, we switch to 3. Ok for you?

[araffin]

So we would go with option 3?

i thought that @Rocamonde described option 2, no?

This is because the same error across different files is usually caused by totally different reasons

I was expecting the opposite actually (that’s why I was suggesting option 1).