Anaconda prompt closed suddenly after installing PyMc3 and warning in importing pymc3

Very strange. I don’t know what this could mean. Maybe rebooting can solve the problem, but not being able to open the Command Prompt cannot be a python error.

Can you import theano in python? This should raise the warning you are seeing. If you want to install theano with mkl services and not use the slower NumPy C-API, you should follow their instructions first:

conda install numpy scipy mkl-service libpython m2w64-toolchain
conda install theano pygpu
conda install -c conda-forge pymc3