Remove dependence on KLDivergences.jl

[theogf]

All the code of KLDivergences has been moved to Distributions.jl, see: JuliaStats/Distributions.jl#1414
Except for the rrule on PDMat which might need to be moved here (let's see how the tests go)

[theogf]

Tests fail because of JuliaGaussianProcesses/AbstractGPs.jl#242

[codecov]

Codecov Report

Merging #76 (9b2a9d3) into master (5e475e3) will not change coverage.
The diff coverage is 100.00%.

❗ Current head 9b2a9d3 differs from pull request most recent head 1792b6b. Consider uploading reports for the commit 1792b6b to get more accurate results

@@           Coverage Diff           @@
##           master      #76   +/-   ##
=======================================
  Coverage   95.69%   95.69%           
=======================================
  Files           4        4           
  Lines         279      279           
=======================================
  Hits          267      267           
  Misses         12       12           

Impacted Files	Coverage Δ
src/sparse_variational.jl	96.20% <100.00%> (ø)

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[st--]

Tests seem to be fine, happy to have this merged @theogf - just requires a patch bump I think?

[theogf]

I'll rerun tests to make sure!