Pymc3 stack Docker

The docs strongly recommend using conda, so I tried this:

FROM continuumio/anaconda-pkg-build
RUN conda install -c conda-forge pymc3 mkl-service
RUN conda update pymc3

but then pymc3 raises these 2 warnings:

WARNING (theano.configdefaults): g++ not detected ! Theano will be unable to execute optimized C-
WARNING (theano.tensor.blas): Using NumPy C-API based implementation for BLAS functions.

Starting with a basic python image and using pip:

FROM python:3.9
RUN apt-get update
RUN apt-get -y install build-essential
RUN pip install pymc3==3.11.4

results in just the 2nd warning:

WARNING (theano.tensor.blas): Using NumPy C-API based implementation for BLAS functions.

…and seems to work just fine. @twiecki says this warning is ok to ignore:

That said, if anyone has a recipe for a better setup, please let me know.