Add test

pymc3/tests/test_sampling.py

@@ -1105,3 +1105,18 @@ def test_sample_deterministic():
         trace = pm.sample(chains=1, draws=50, compute_convergence_checks=False)
 
     np.testing.assert_allclose(trace["y"], trace["x"] + 100)
+
+
+def test_unused_assigned_step():
+    with pm.Model() as model:
+        x = pm.Bernoulli("x", 0.5)
+
+    with pytest.raises(ValueError) as err:
+        with model:
+            step = pm.BinaryMetropolis([model["x"]])
+            pm.sample(tune=1, draws=1, step=step)
+    assert str(err.value).startswith("The following variables were assigned to a step but")
+
+    with model:
+        step = pm.BinaryMetropolis([model.rvs_to_values[model["x"]]])
+        pm.sample(tune=1, draws=1, step=step)