Re-inserted check on calc misspecificaton mmd

Author: nMaax

sbi/diagnostics/misspecification.py

@@ -8,7 +8,7 @@
 from typing import Optional
 
 import torch
-from torch import Tensor
+from torch import Tensor, nn
 
 from sbi.inference.trainers.npe.npe_base import PosteriorEstimatorTrainer
 from sbi.neural_nets.estimators import UnconditionalDensityEstimator
@@ -148,6 +148,12 @@ def calc_misspecification_mmd(
                 "no neural net found,"
                 "neural_net should not be None when mode is 'embedding'"
             )
+        if isinstance(inference._neural_net.embedding_net, nn.modules.linear.Identity):
+            warnings.warn(
+                "The embedding net might be the identity function,"
+                "in that case the MMD is computed in the x-space.",
+                stacklevel=2,
+            )
         if inference._neural_net.embedding_net is None:
             raise AttributeError(
                 "embedding_net attribute is None but is required for misspecification "