`ADVI` is not up-to-date on the AD side

[torfjelde]

Raised by Paul Myers on Slack:

julia> Turing.setadbackend(:reversediff)
┌ Warning: `ADBACKEND` and `setbackend` are deprecated. Please specify the chunk size directly in the sampler constructor, e.g., `HMC(0.1, 5; adtype=AutoForwardDiff(; chunksize=0))`.
│  This function has no effects.
│   caller = ip:0x0
└ @ Core :-1

julia> advi = ADVI(10, 1000)
ADVI{AdvancedVI.ForwardDiffAD{0}}(10, 1000)

The "hotfix" is to do::

Turing.AdvancedVI.setadbackend(:reversediff)

because AdvancedIV.jl is not updated to support ADTypes.jl, etc.

[torfjelde]

This should now be solved in AdvancedVI.jl v0.2.5 (TuringLang/AdvancedVI.jl#56)