Add Enzyme testing as a separate CI action (#950)

* Add Enzyme testing as a separate CI action

* Move to separate script in test/enzyme

* Colour

* rename file to main.jl

* test/enzyme -> test/integration/enzyme

Author: penelopeysm

.github/workflows/Enzyme.yml

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+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
+
+      - name: Run AD with Enzyme on demo models
+        working-directory: test/integration/enzyme
+        run: |
+          julia --project=. --color=yes -e 'using Pkg; Pkg.instantiate()'
+          julia --project=. --color=yes main.jl

test/integration/enzyme/Project.toml

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+[deps]
+ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
+DynamicPPL = "366bfd00-2699-11ea-058f-f148b4cae6d8"
+Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[sources]
+DynamicPPL = {path = "../../../"}

test/integration/enzyme/main.jl

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+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
+using ForwardDiff: 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