Thank you Luciano. I initially installed everything using conda on the base environment, but after considering the possibility of installation problem, I uninstalled everything, then after installing Anaconda, I made a new environment for Python 3.6. In that I installed Theano, Tensorflow, Keras and PyMC3 and all can be imported wo any problem. Still I have the problem, so I decided to run @junpenglao’s code now to see if that code gives me the same problem, or not. It is running now and I will keep you posted.
P.S. I was thinking problem with njobs>1 has been solved in the newest version of PyMC3 but in this new installation, I also has that problem and I have to put it equal to 1.
Thanks!