Always define the diverging variable in sampling generator (#3901)

Author: brandonwillard

Diff for: pymc3/sampling.py

@@ -912,6 +912,7 @@ def _iter_sample(
             step.reset_tuning()
         for i in range(draws):
             stats = None
+            diverging = False
 
             if i == 0 and hasattr(step, "iter_count"):
                 step.iter_count = 0
@@ -927,7 +928,6 @@ def _iter_sample(
             else:
                 point = step.step(point)
                 strace.record(point)
-                diverging = False
             if callback is not None:
                 warns = getattr(step, "warnings", None)
                 callback(trace=strace, draw=Draw(chain, i == draws, i, i < tune, stats, point, warns))

Diff for: pymc3/tests/test_text_backend.py

@@ -28,6 +28,11 @@ def test_supports_sampler_stats(self):
             db = text.Text(self.name)
             pm.sample(20, tune=10, init=None, trace=db, cores=2)
 
+    def test_supports_sampler_stats_diverging(self):
+        with pm.Model():
+            pm.Normal("mu", mu=0, sigma=1, shape=2)
+            pm.sample(20, tune=10, init=None, trace='text', cores=1)
+
     def teardown_method(self):
         bf.remove_file_or_directory(self.name)