Getting "WARNING (aesara.configdefaults): g++ not available," on fresh PyMC4 install

Welcome!

First off, I would suggest following the installation instructions found here when installing pymc. The main difference I see between those instructions and what you used is the preference for use of the conda-forge channel.

More directly relevant, is whether you have mkl-service installed. In fact, it might be useful to just show what conda list prints.