Reactant integration

[rsenne]

• Adds support for Reactant.jl
• Adds tests for Reactant.jl
• Also fixes some text here and there. Probably should be its own PR but well.

Resolves #37 for real, though its limited to Reactant for GPU (as of now)

[Copilot]

Pull request overview

This PR adds a Reactant-based derivative/HVP path (ADTypes.AutoReactant()) to enable true second-order HVPs via Reactant/XLA (bypassing DifferentiationInterface) and updates docs/tests to cover pairing rules, limitations, and opt-in test execution. It primarily targets unblocking GPU second-order behavior discussed in #37 by providing a non-DI route.

Changes:

• Adds ReactantExt to compile gradients/HVPs with Reactant (@compile) and introduces load-hint fallbacks when Reactant isn’t loaded.
• Adds extensive tests for Reactant pairing rules, error surfacing (pre-compile), analytic correctness, and end-to-end sampling (opt-in).
• Updates docs and changelog to document Reactant behavior, caveats, and GPU guidance.

Reviewed changes

Copilot reviewed 15 out of 16 changed files in this pull request and generated 3 comments.

Show a summary per file

File	Description
test/test-Reactant-HVP.jl	New opt-in test suite covering Reactant pairing/error behavior and correctness.
test/test-HVP-Strategy.jl	Adds strategy-selection test ensuring AutoReactant bypasses DI.hvp_mode.
test/runtests.jl	Gates Reactant tests behind PARALLELMCMC_TEST_REACTANT env var.
test/Project.toml	Adds Reactant as a test extra (not default-installed).
src/ParallelMCMC.jl	Adds shared _REACTANT_LOAD_HINT constant for consistent error messaging.
src/interface.jl	Adds Reactant gradient hooks, pairing checks, and second-order backend composition for Reactant.
src/DEER/DEER.jl	Adds ReactantHVP strategy + load-hint fallbacks for missing Reactant extension.
Project.toml	Registers ReactantExt extension and adds Reactant as a weak dependency with compat.
ext/ReactantExt.jl	Implements compiled gradient/HVP factories using Reactant + Enzyme-MLIR tracing.
ext/LogDensityProblemsExt.jl	Documents that AutoReactant cannot trace LDP/DynamicPPL machinery.
ext/EnzymeExt.jl	Documentation edits clarifying normalization behavior (no mode forcing).
ext/DynamicPPLExt.jl	Documentation edits clarifying HVP expectations and Reactant incompatibility.
docs/src/95-reference.md	Adds Reactant section to the API reference pointing to GPU docs/caveats.
docs/src/15-gpu.md	Documents Reactant path, caveats, pairing rules, and relation to #37.
docs/src/10-getting-started.md	Updates backend pairing guidance to include AutoReactant exception on GPU.
CHANGELOG.md	Records Reactant integration and related behavior changes/fixes.

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[codecov]

Codecov Report

❌ Patch coverage is 25.00000% with 90 lines in your changes missing coverage. Please review.
✅ Project coverage is 85.69%. Comparing base (949a3dd) to head (4dc9a62).

Files with missing lines	Patch %	Lines
ext/ReactantExt.jl	0.00%	61 Missing ⚠️
src/interface.jl	57.14%	21 Missing ⚠️
src/DEER/DEER.jl	20.00%	8 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff              @@
##           PR-Fixes      #66      +/-   ##
============================================
- Coverage     92.05%   85.69%   -6.36%     
============================================
  Files             7        8       +1     
  Lines          1170     1279     +109     
============================================
+ Hits           1077     1096      +19     
- Misses           93      183      +90     

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[gdalle]

How's that working out?

[rsenne]

So far so good? I've tried it on some mundane models (e.g., MvNormal, LinReg) and am now trying to get it to work for more complicated models (LogReg, Banana shaped Posterior) and currently performance is pretty good so generally very encouraging