There is actually work on adding autodiff to Rust, maybe not really first class citizen, but at least build in: https://doc.rust-lang.org/std/autodiff/index.html (it is still at a pre-RFC stage so it is not something that soon will be added)
Incredible, I have never heard of std::autodiff before. Isn't it rare for a programming language to provide AD within the standard library? Even Julia doesn't have it built-in, I wouldn't expect Rust out of all languages to experiment it in std.
It makes use of https://github.com/EnzymeAD/enzyme which is an LLVM plugin and since Rust also uses LLVM in its backend, we can enable this plugin in our Rust toolchain when autodiff is enabled. So, it is a bit of compiler black magic rather than a direct implementation in the standard library.