The one in the doc is not exactly what you are trying to do, as there it use Keras to build a neural network to approximate some function within a Bayesian model.
I am not sure what is the easiest way to initialized Keras weight (and potentially biases) with PyMC3 RVs. @ferrine has a blog post using Lasagne and gelato (a library he developed) https://ferrine.github.io/blog/2017/05/08/gelato-convolutional-mnist/ doing exactly this, but I am not sure how easy it is in Keras.
also cc @ericmjl as he works with neural networks a bit more.