Add CHANGELOG.md

[ZzEeKkAa]

Add CHANGELOG to track changes.

• [x] Have you provided a meaningful PR description?
• [x] Have you added a test, reproducer or referred to an issue with a reproducer?
• [x] Have you tested your changes locally for CPU and GPU devices?
• [x] Have you made sure that new changes do not introduce compiler warnings?
• [ ] If this PR is a work in progress, are you filing the PR as a draft?

Closes #296