Use ADTypes.jl

[lassepe]

ADTypes does not support Julia 1.8. Hence it would be good to wait for SciML/ADTypes.jl#47 to be resolved.

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[gdalle]

If you're tinkering with several AD packages and willing to use ADTypes, you may wanna take it one step further with DifferentiationInterface. At the moment only the version on main supports the latest ADTypes, but I'm aiming for a v0.3 release in the coming weeks

[lassepe]

Thank you for the suggestion. In our use case, it is fairly important that the AD backend is symbolic/tracing. A typical upstream use case of this package looks like this:

https://github.com/JuliaGameTheoreticPlanning/MCPTrajectoryGameSolver.jl/blob/main/src/solver_setup.jl

In that setting, the user typically provides the symbolic description of the problem rather than in terms of a callable function.

The key advantage of a symbolic approach here is that the user doesn't have to think too much about runtime performance while describing the problem (since tracing will generate an efficient in-place function for them anyway). My understanding is that DifferentiationInterface does not support that use case very well (?).

That said, I think there is value in using DifferentiationInterface on the inplace function generated by, e.g., Symbolics.build_function to generate the Jacobians; c.f. #24