Add Enzyme testing as a separate CI action

.github/workflows/Enzyme.yml

@@ -0,0 +1,58 @@
+name: Enzyme on demo models
+
+on:
+  push:
+    branches:
+      - main
+  pull_request:
+
+# needed to allow julia-actions/cache to delete old caches that it has created
+permissions:
+  actions: write
+  contents: read
+
+# Cancel existing tests on the same PR if a new commit is added to a pull request
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref || github.run_id }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
+jobs:
+  enzyme:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: "1"
+
+      - uses: julia-actions/cache@v2
+
+      - uses: julia-actions/julia-buildpkg@v1
+
+      - name: Run AD with Enzyme on demo models
+        shell: julia --color=yes {0}
+        run: |
+          # Set up fresh environment
+          using Pkg
+          Pkg.activate(; temp=true)
+          Pkg.develop(path=".")
+          Pkg.add(["Enzyme", "ForwardDiff", "ADTypes", "Test"])
+
+          using DynamicPPL.TestUtils: DEMO_MODELS
+          using DynamicPPL.TestUtils.AD: run_ad
+          using ADTypes: AutoEnzyme
+          using Test: @test, @testset
+          import Enzyme: set_runtime_activity, Forward, Reverse
+          import ForwardDiff  # run_ad uses FD for correctness test
+
+          ADTYPES = Dict(
+              "EnzymeForward" => AutoEnzyme(mode=set_runtime_activity(Forward)),
+              "EnzymeReverse" => AutoEnzyme(mode=set_runtime_activity(Reverse)),
+          )
+
+          @testset "$ad_key" for (ad_key, ad_type) in ADTYPES
+              @testset "$(model.f)" for model in DEMO_MODELS
+                  @test run_ad(model, ad_type) isa Any
+              end
+          end