Indeed, the example in the gallery needs to be updated. As you can see at the bottom of the notebook it runs on pymc3 3.11.2. We have this tracker issue: GP Heteroskedastic · Issue #169 · pymc-devs/pymc-examples · GitHub that you can see is 1) open and 2) in the “To Do” column (leftmost one in the project tracker). Any help updating this or other notebooks is much appreciated.