Add section in docs about limitation for functions composed of non-differentiable functions

[JoshuaLampert]

As discussed in #303, this PR adds a new bullet point in the limitations section explaining possible issues, when a (differentiable) function is composed of non-differentiable functions.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 89.33%. Comparing base (b8cd496) to head (cbb36a4).
Report is 1 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #753   +/-   ##
=======================================
  Coverage   89.33%   89.33%           
=======================================
  Files          11       11           
  Lines        1013     1013           
=======================================
  Hits          905      905           
  Misses        108      108           

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[andreasnoack]

The test failure might go away with #754