Add warning about rules with config always taking precedence (#403)

* Add warning about rules with config always taking precedence

* Update docs/src/config.md

Co-authored-by: willtebbutt <[email protected]>

* Update docs/src/config.md

Co-authored-by: willtebbutt <[email protected]>

Author: oxinabox

docs/src/config.md

@@ -16,6 +16,17 @@ rrule(::RuleConfig{>:Feature1}, f, args...) = # rrule that should only be define
 frule(::RuleConfig{>:Union{Feature1,Feature2}}, f, args...) = # frule that should only be define for ADs with both `Feature1` and `Feature2`
 ```
 
+!!! warning "Rules with Config always take precedence over rules without"
+    Even if the other arguments are more specific the rule with the config will always take precedence.
+    For example of there is a rule `rrule(::RuleConfig, ::typeof(foo), ::Any)` and other `rrule(foo, ::Float64)`,
+    the first will always be selected.
+    This is because the AD will always attempt to provide its config when checking for a rule, and only if that doesn't match, will the config-less rule be tried.
+    In practice this doesn't happen often, but when it does the solution is a little ugly -- though very similar to resolving method ambiguities.  
+    You need to manually add methods that dispatch from a rule with config to the one without.
+    See for example the [rule for `sum(abs2, xs)` in ChainRules.jl](https://github.com/JuliaDiff/ChainRules.jl/blob/4ad975826ea0639ad709aeb36cc5051b6bf82eaa/src/rulesets/Base/mapreduce.jl#L87-L113).
+
+
+
 A prominent use of this is in declaring that the AD system can, or cannot support being called from within the rule definitions.
 
 ## Declaring support for calling back into ADs