Update default modes doc

Author: ricardoV94

doc/library/compile/mode.rst

@@ -20,6 +20,9 @@ PyTensor defines the following modes by name:
 
 - ``'FAST_COMPILE'``: Apply just a few graph rewrites and only use Python implementations.
 - ``'FAST_RUN'``: Apply all rewrites, and use C implementations where possible.
+- ``NUMBA``: Apply all relevant related rewrites and compile the whole graph using Numba.
+- ``JAX``: Apply all relevant rewrites and compile the whole graph using JAX.
+- ``PYTORCH`` Apply all relevant rewrites and compile the whole graph using PyTorch compile.
 - ``'DebugMode'``: A mode for debugging. See :ref:`DebugMode <debugmode>` for details.
 - ``'NanGuardMode``: :ref:`Nan detector <nanguardmode>`
 - ``'DEBUG_MODE'``: Deprecated. Use the string DebugMode.
@@ -28,6 +31,12 @@ The default mode is typically ``FAST_RUN``, but it can be controlled via the
 configuration variable :attr:`config.mode`, which can be
 overridden by passing the keyword argument to :func:`pytensor.function`.
 
+For Numba, JAX, and PyTorch, we exclude rewrites that introduce C-only Ops,
+as well as BLAS optimizations, as those are done automatically by the respective backends.
+
+For JAX we also exclude fusion and inplace optimizations, as JAX does not support them
+at the user level. They are performed automatically by JAX.
+
 .. TODO::
 
     For a finer level of control over which rewrites are applied, and whether