Initial try at fixing incompatibility of Zygote with multithreading

Author: devmotion

src/compat/ad.jl

@@ -9,3 +9,16 @@ ZygoteRules.@adjoint function push!(
 )
     return push!(vi, vn, r, dist, gidset), _ -> nothing
 end
+
+# Multithreaded evaluation is not compatible with Zygote.
+ZygoteRules.@adjoint function (model::Model)(
+    vi::AbstractVarInfo,
+    spl::AbstractSampler,
+    ctx::AbstractContext
+)
+    function evaluate(vi, spl, ctx)
+        return evaluate_singlethreaded(model, vi, spl, ctx)
+    end
+    return ZygoteRules.pullback(evaluate, vi, spl, ctx)
+end
+