These messages are gathered and displayed using a logging.Logger (see here). If they’re not showing up in a notebook, you should check 1) the logging settings for Jupyter, and 2) that you’re not setting up a logger yourself before importing PyMC. By default, PyMC will set the logging level of the environment to logging.INFO on import, but if you already have logging handlers in the global namespace it won’t overwrite them (see here). If you do have a different logger set up, you need to set the level to INFO yourself I guess.
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