Install PyMC3 and Theano Windows 10

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Reviving this thread to share my experience in case it benefits anyone. The solution above installing MinGW didn’t work for me, and from the looks of things the author themselves had problems with a Windows install several months later. I tried a bunch of different methods and all failed in one way or another (see here).

I’ve got PyMC3 and Theano running smoothly now on Windows 10 by … installing Ubuntu on Windows and running the packages using Miniconda in there. Not an ideal solution for everyone, but I’m actually liking it a lot better than dealing with Windows messiness.

I wrote up my full process here, but here’s the brief step-by-step in case it benefits anyone:

1. Install WSL and Ubuntu

2. Install g++ and Miniconda in Ubuntu

  • sudo apt-get install g++
  • wget https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh
  • bash Miniconda3-latest-Linux-x86_64.sh
  • rm Miniconda3-latest-Linux-x86_64.sh

3. Create a fresh environment and install your packages

  • conda create -n pm3 python
  • conda activate pm3
  • conda install mkl-service numpy scipy jupyter
  • conda install -c conda-forge pymc3

Optional Steps for Jupyter Notebooks

I also created a folder in Ubuntu linked to my Jupyter Notebook folder in Windows, and automatically set-up the notebooks to open in my Windows browser based on this GitHub gist.

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