document ReverseDiff.jl integration's need to opt-in

From Slack:

[Fredrik Bagge Carlson](https://app.slack.com/team/UJ7DVTVQ8) [Today at 3:48 PM](https://julialang.slack.com/archives/C6G240ENA/p1646063331166529)
I'm looking at
https://juliadiff.org/ChainRulesCore.jl/stable/index.html#ChainRules-roll-out-status
and it seems like ReverseDiff.jl is supposed to work with ChainRules, but i can't seem to figure out how, my rules are never called


4 replies

[Seth Axen](https://app.slack.com/team/UHDQQ4GN6):axe:  [7 minutes ago](https://julialang.slack.com/archives/C6G240ENA/p1646063442894469?thread_ts=1646063331.166529&cid=C6G240ENA)
By default ReverseDiff opts out of all rules for now. Use https://github.com/JuliaDiff/ReverseDiff.jl/blob/df0067465ca436b05377054ac7a184da691db1a3/src/macros.jl#L298-L315 to opt-in on a per-rule basis.

[Fredrik Bagge Carlson](https://app.slack.com/team/UJ7DVTVQ8)  [6 minutes ago](https://julialang.slack.com/archives/C6G240ENA/p1646063506399249?thread_ts=1646063331.166529&cid=C6G240ENA)
ok thanks for answering :slightly_smiling_face: Perhaps that should be made clear in the docs for chain rules? I couldn't find anything in the docs for RD either

[Seth Axen](https://app.slack.com/team/UHDQQ4GN6):axe:  [5 minutes ago](https://julialang.slack.com/archives/C6G240ENA/p1646063571928219?thread_ts=1646063331.166529&cid=C6G240ENA)
Yeah, the CR docs could be made more specific there. RD should document it. Not certain if this is considered an API macro.

[Fredrik Bagge Carlson](https://app.slack.com/team/UJ7DVTVQ8)  [2 minutes ago](https://julialang.slack.com/archives/C6G240ENA/p1646063717720879?thread_ts=1646063331.166529&cid=C6G240ENA)
It looks like the macro has some scoping issue
julia> ControlSystems
ControlSystems

julia> ReverseDiff.@grad_from_chainrules RobustAndOptimalControl.hinfnorm2(T::ControlSystems.StateSpace{Continuous, ReverseDiff.TrackedReal})
ERROR: UndefVarError: ControlSystems not defined
Stacktrace:
 [1] top-level scope
   @ ~/.julia/packages/ReverseDiff/Y5qec/src/macros.jl:324

Start with the ChainRules roll-out status documentation linked in the issue, then review the ReverseDiff macros.jl section around lines 298-315 and the reported error at line 324. Document that ReverseDiff opts out of rules by default, how the per-rule opt-in is used, and the noted scoping limitation; verify the wording against the existing documentation.