An error message about 'can't pickle fortran objects'

@junpenglao @GMCobraz_T @michaelosthege

Seconding this as another WinOS user having issues with the pymc3 install, even after creating a new environment and following the instructions on Git step-by-step.

Seems like WinOS users have trouble 1. using multiprocessing and 2. linking Theano with the proper BLAS setup (e.g. defaults to Numpy C-API implementation)

A separate but related thread that sites the same “can’t pickle fortran objects” issue links to a website explaining how users can install Ubuntu in their WinOS environment and use pymc3 that way.

That might work for some people, but ideally a fix for WinOS would be better.

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