Fix Step

[JaimeRZP]

Fix #350

[yebai]

This PR looks good to me -- let's see whether @devmotion is happy too.

[devmotion]

This will fix the error I ran into, but the more general problem still exists: Since AdvancedHMC adds special keyword arguments to sample, sample and the step and steps iterators/transducers become inconsistent and generic calls of sample in other packages will perform sampling differently from AdvancedHMC because in general n_adapts etc. are not supported by sample and hence can't be provided in such generic situations.

That is, I think to fix these inconsistencies customizations of the sample call should mainly be done via the sampler (e.g., by adding fields that change the behaviour of step).

[yebai]

I suggest merging this PR for a hotfix; we can remove n_adapts when TuringLang/AbstractMCMC.jl#117 is complete.

[devmotion]

I think it's not the ideal approach but it avoids the nasty error at least.