pathfinder: save diagnostics when num_paths=1, save_single_paths=0 and arg diagnostics_file specified

[mitzimorris]

Summary:

Current logic for pathfinder config overlooks above edge case; if user specifies num_paths=1 and diagnostics_file="foo", diagnostics file foo.json is created but is empty.

Description:

Problem is here:

cmdstan/src/cmdstan/command.hpp

Lines 258 to 259 in 763beb9

	bool save_iterations
	= get_arg_val<bool_argument>(*pathfinder_arg, "save_single_paths");

the pathfinder service only produces diagnostics if argument save_iterations is true. add logic to check for diagnostics_file arg.

Reproducible Steps:

./examples/eight_schools/eight_schools pathfinder num_paths=1 data file=examples/eight_schools/eight_schools.data.R output diagnostic_file=foo

Current Output:

diagnostics file foo.json exists but it empty.

Expected Output:

diagnostics file foo.json contains ELBO iterations.

Current Version:

v2.33.RC1