Switch to new Scan API in jacobian

pytensor/gradient.py

@@ -2104,16 +2104,13 @@ def jacobian(
             idx, expr, *wrt = args
             return grad(expr[idx], wrt, **grad_kwargs)
 
-        jacobian_matrices, updates = pytensor.scan(
+        jacobian_matrices = pytensor.scan(
             inner_function,
             sequences=pytensor.tensor.arange(expression.size),
             non_sequences=[expression.ravel(), *wrt],
+            return_updates=False,
             return_list=True,
         )
-        if updates:
-            raise ValueError(
-                "The scan used to build the jacobian matrices returned a list of updates"
-            )
 
     if jacobian_matrices[0].ndim < (expression.ndim + wrt[0].ndim):
         # There was some raveling or squeezing done prior to getting the jacobians