Fix failing VI test due to pytest change (#7144)

tests/variational/test_inference.py

@@ -14,6 +14,7 @@
 
 import io
 import operator
+import warnings
 
 from contextlib import nullcontext
 
@@ -196,18 +197,26 @@ def test_fit_start(inference_spec, simple_model):
 
     # Minibatch data can't be extracted into the `observed_data` group in the final InferenceData
     [observed_value] = [simple_model.rvs_to_values[obs] for obs in simple_model.observed_RVs]
-    if observed_value.name.startswith("minibatch"):
-        warn_ctxt = pytest.warns(
-            UserWarning, match="Could not extract data from symbolic observation"
-        )
-    else:
-        warn_ctxt = nullcontext()
 
-    try:
-        with warn_ctxt:
+    # We can`t use pytest.warns here because after version 8.0 it`s still check for warning when
+    # exception raised and test failed instead being skipped
+    warning_raised = False
+    expected_warning = observed_value.name.startswith("minibatch")
+    with warnings.catch_warnings(record=True) as record:
+        warnings.simplefilter("always")
+        try:
             trace = inference.fit(n=0).sample(10000)
-    except NotImplementedInference as e:
-        pytest.skip(str(e))
+        except NotImplementedInference as e:
+            pytest.skip(str(e))
+
+    if expected_warning:
+        assert len(record) > 0
+        for item in record:
+            assert issubclass(item.category, UserWarning)
+            assert "Could not extract data from symbolic observation" in str(item.message)
+    if not expected_warning:
+        assert not record
+
     np.testing.assert_allclose(np.mean(trace.posterior["mu"]), mu_init, rtol=0.05)
     if has_start_sigma:
         np.testing.assert_allclose(np.std(trace.posterior["mu"]), mu_sigma_init, rtol=0.05)