WIP: ProjectTo type piracy AD fix

Author: st--

src/ApproximateGPs.jl

@@ -23,4 +23,10 @@ include("deprecations.jl")
 
 include("TestUtils.jl")
 
+import ChainRulesCore: ProjectTo, Tangent
+using PDMats: ScalMat
+ProjectTo(x::T) where T <: ScalMat = ProjectTo{T}(; dim=x.dim, value=ProjectTo(x.value))
+(pr::ProjectTo{<:ScalMat})(dx::ScalMat) = ScalMat(pr.dim, pr.value(dx.value))
+(pr::ProjectTo{<:ScalMat})(dx::Tangent{<:ScalMat}) = ScalMat(pr.dim, pr.value(dx.value))
+
 end