Install PyMC3 and Theano Windows 10

Questions
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I was able to get everything set up but it was a bit of a challenge. I’ll share the process here if it can help others

I have Python 3.7.3 installed with the Anaconda distribution. Also, if you are doing this behind a firewall or on a work machine, you may need to disable SSL verification, and, run the Anaconda Powershell in admin mode. If you run Anaconda Powershell in admin mode you may need to add some PATH variables for Anaconda

First step is to get Theano installed and tested. I did not set up Theano for GPU.

  1. Install g++ compiler. There is a great walk through here
    https://www.instructables.com/id/How-to-Install-MinGW-GCCG-Compiler-in-Windows-XP78/
  2. Add the g++ PATH variable in windows (instructions in link above)
  3. Install Theano prerequisites via conda

conda install numpy scipy mkl-service libpython m2w64-toolchain nose

  1. Install “parameterized” package to run Theano tests

pip install parameterized

  1. Next install Theano. First try using Conda, but for me I was getting a missing module error during testing and had to then uninstall the conda installation and reinstall use Pip

pip install Theano

  1. Test Theano. You may get some deprecation and minor warnings, those are ok

python -c “import theano; theano.test()”

  1. If Theano tests run ok then you can install PyMC3.

conda install -c conda-forge pymc3

Some of these steps I had to go through multiple times to finally get a working installation. I’m still running into some issues with the plots but will figure those out hopefully

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