add regression test for issue 3965

Author: michaelosthege

pymc3/tests/test_quadpotential.py

@@ -283,3 +283,9 @@ def test_full_adapt_sampling(seed=289586):
         pymc3.sample(
             draws=10, tune=1000, random_seed=seed, step=step, cores=1, chains=1
         )
+
+        
+def test_issue_3965():
+    with pymc3.Model():
+        pymc3.Normal('n')
+        pymc3.sample(100, tune=300, chains=1, init='advi+adapt_diag_grad')