Fix setup job in CI (#6688)

Author: smola

.circleci/render_config.py

@@ -67,6 +67,7 @@
     pr_base_ref = data.get("base", {}).get("ref")
 else:
     labels = set()
+    pr_base_ref = ""
 
 branch = os.environ.get("CIRCLE_BRANCH", "")
 run_all = "all" in labels