I think @junpenglao has also encountered that recently, we should update the installation guides with the workarounds first, then try to see why this is happening. I understand that updating the wiki to be explicit on pymc3 version should fix the issue?
Some quick summary of the situation: we are currently working on the next major version of PyMC3, v4.0. PyMC3 4.x will use Aesara as a computational backend. Aesara is a fork of Theano that is and will be maintained by the PyMC project, that has several significant changes and improvements. There have been several reasons for that, The future of PyMC3, or: Theano is dead, long live Theano and Keynote: PyMC: Past, Present, and Future by Chris Fonnesbeck will give a broader context, but one of those reasons is that development of Theano stopped. The process however hasn’t been Theano → Aesara. We first named the fork Theano-pymc and focused on fixing and updating Theano to ensure PyMC3 3.x would still run without issues or warnings for the time being. Afterwards, the fork was renamed to Aesara and development and improvenents continued and increased.
Both packages have their source code in the aesara repo even if they are separate pypi packages. In fact, we can checkout the theano-pymc commit and backport major issues and security vulnerabilities that may affect PyMC3 3.x, and will probably do so for a while until pymc3 4.x has been released and has undergone some “real world” testing.