Add notebook on loop autodiff #1686
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When working on Scan I kept wondering what was the deal with mit-mot and autodiff, so I tried to write up something that makes it more intuitive.
I purposely don't mention mit-mot or taps names because I find those unreadable. I just talk about a tape you can read and write from. To be honest with myself, I'm not sure I actually present that part well.
Also the schemes are a bit overkill, and I have 90% confidence the terminology with partial derivatives is completely botched up. If someone can clarify, suggest better, I would be very happy :)
📚 Documentation preview 📚: https://pytensor--1686.org.readthedocs.build/en/1686/