Improve docs

Author: penelopeysm

src/logdensityfunction.jl

@@ -11,15 +11,19 @@ import DifferentiationInterface as DI
 A struct which contains a model, along with all the information necessary to:
 
  - calculate its log density at a given point;
- - and if `adtype` is provided, calculate the gradient of the log density at that point.
+ - and if `adtype` is provided, calculate the gradient of the log density at
+ that point.
 
 At its most basic level, a LogDensityFunction wraps the model together with its
 the type of varinfo to be used, as well as the evaluation context. These must
-be known in order to calculate the log density (using [`DynamicPPL.evaluate!!`](@ref)).
-
-If the `adtype` keyword argument is provided, then this struct will also
-store the adtype along with other information for efficient calculation of the
-gradient of the log density.
+be known in order to calculate the log density (using
+[`DynamicPPL.evaluate!!`](@ref)).
+
+If the `adtype` keyword argument is provided, then this struct will also store
+the adtype along with other information for efficient calculation of the
+gradient of the log density. Note that preparing a `LogDensityFunction` with an
+AD type `AutoBackend()` requires the AD backend itself to have been loaded
+(e.g. with `import Backend`).
 
 `DynamicPPL.LogDensityFunction` implements the LogDensityProblems.jl interface.
 If `adtype` is nothing, then only `logdensity` is implemented. If `adtype` is a