This is what gave me the error.
with pm.Model() as multinomial_model:
global_alpha_mean = pm.Normal("global_alpha_mean", mu=0, sd=100)
global_alpha_sigma = pm.HalfCauchy("global_alpha_sigma", beta=10)
global_beta_mean = pm.Normal("global_beta_mean", mu=0, sd=100)
global_beta_sigma = pm.HalfCauchy("global_beta_sigma", beta=10)
#centered
local_alphas = pm.Normal("local_alphas", mu=global_alpha_mean, sd=global_alpha_sigma, shape= n_labels)
local_betas = pm.Normal("local_betas", mu=global_beta_mean, sd=global_beta_sigma, shape=(n_labels,n_cols))
mu = local_alphas[labels] + (local_betas[labels] * input_var).sum(axis=1)
probs = T.nnet.softmax(mu)
y = pm.Categorical('y', p=probs, observed=target_var)
#y = pm.Multinomial('y', n=n_counts, p=probs, observed=target_var)
with multinomial_model:
start = pm.find_MAP()
step = pm.HamiltonianMC()
trace = pm.sample(3000, step=step, start=start, tune=1000, njobs=4)