Add Enzyme tests

[devmotion]

I had tried to run Enzyme tests, and it seems currently quite a few tests fail/error.

[yebai]

The fact that it doesn't segfault in so many tests is a good sign.

Related: TuringLang/Turing.jl#1887

[wsmoses]

@devmotion can you rerun on latest Enzyme main?

[wsmoses]

fyi the test failures appear to be due to currently unimplemented derivatives of lapack functions. probably should disable those tests.

[wsmoses]

@devmotion @yebai at this point, everything in this PR works except:

• differentiating through Lapack functions is not yet supported by Enzyme
• your test code uses an active return for a function which returns a vector (this must be duplicated).

Moreover all the errors are relatively nice.

at this point there aren't Enzyme bugs here and merging this is now on your end (presumably marking the code using lapack as unsupported atm, and fixing your test handler to not use an active vector for that input)

[devmotion]

Thank you, I'll try to have a look at and fix the remaining issues this week.

[devmotion]

The latest commit added a way to mark some Enzyme tests as broken (and I also introduced a bug in the test setup 😄) but it also reveals that there are many more issues - so far only a tiny initial testset was run but no tests of the log densities of the uni-, multi- and matrixvariate distributions we're actually interested in.

[devmotion]

@wsmoses Is this an enzyme bug or did I call autodiff incorrectly? https://github.com/TuringLang/DistributionsAD.jl/actions/runs/5872312798/job/15923610267?pr=254#step:6:303

[wsmoses]

Definitely seems like a bug (that we need a minimal reproducer for)

…

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[yebai]

One slightly annoying thing I found about the Enzyme error message is printing a large amount of LLVM code when compilation fails (see here for an example). This is useful when developing Enzyme (at least in the early stages) but not very helpful for users of Enzyme. Very few people can read such LLVM code and figure out why Enzyme couldn't compile. They also add clutter to CI logs. I suggest disabling such LLVM messages by default but providing an API for developers to activate them when needed.

[wsmoses]

@devmotion did you have a chance to isolate that 1.6 error that crashes Julia (so we can ensure it does not)?

[wsmoses]

@devmotion can you repush (its not letting me rerun tests for some reason)

[wsmoses]

@devmotion hm I still can't retrigger this, if you can have the tests run again.

[yebai]

@wsmoses you should have the priveledges to trigger CI (re-)runs -- can you try again?