OS X El Capitan keeps changing the auto hide Dock feature

As EDP pointed out Command+Option+D does this. The Spectacle app has shortcuts near this (+F for example) and I'll tap 'D' accidentally from time to time. Even if you're not tapping the shortcut inadvertently, Command+Option+D is a great way to switch the setting back when it's goes wrong.

If you want to prevent it, you can go to [Settings > Keyboard > Shortcuts], and disable the shortcut under Launchpad > Turn Dock Hiding On/Off.

Cool trick: open [Settings > Dock], and tap [Command+Option+D] a couple times.

I found that one of my Spaces kept causing the Dock to auto hide, and prevented things like the app switcher and swiping between spaces to stop working. Other spaces did not cause the same thing to happen. By closing the offending Space, the problem went away.