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CI tests improvements/simplification. #256

@yebai

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@yebai

Let's simplify the test setup for AdvancedVI a bit, eg,

  • Run CI only on Ubuntu machines
  • Drop tests for legacy autograd libraries, eg, Zygote
  • Drop extra code that is required to support Zygote

In the long run, we may want to narrow the set of tested autograd libraries further for long-term maintenance.

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