Adding TaylorDiff.jl

[tansongchen]

TaylorDiff.jl is a package to compute higher-order directional derivative with Taylor mode efficiently. I am interested in integrating it intuo DifferentiationInterface.jl, could you briefly describe where I should look into?

[gdalle]

You can check out the dev guide in the documentation. There is also an ongoing integration attempt for GTPSA in #329, although it is not exactly up to date with the latest v0.6 changes.
Since I wrote all the previous AD bindings myself, it might be kind of hard to understand how everything fits together, so don't hesitate to ask me!