ChainRules depends on SparseInverseSubset.jl to be able to differentiate through determinants of sparse matrices. However, this requires the CHOLMOD type for sparse Cholesky decompositions from SuiteSparse.jl, which is unavailable on non-GPL Julia builds, causing errors. See here and here.
I think the cleanest way to handle this would be to add conditional statements for importing SparseInverseSubset.jl, and for the rrules for logdet and logabsdet of sparse matrices so that these are omitted if Base.USE_GPL_LIBS == false. If that sound like the right approach I will make a PR.