I'm a regular contributor to the forum for Claims based access platform (CBA), code-named Geneva.
And there was this post:
which contained an interesting snippet about changing your password via an ADFS screen.
This was for Server 2012 R2 and the functionality is enabled via a hotfix - kb/3035025.
It is in Server 2016 (Technical Preview 2) by default.
As per the article - under "Endpoints" - enable the "/adfs/portal/updatepassword/" endpoint under "Other" and reset the ADFS service via Services.
Then navigate to:
and you'll see: