Installation Guide (Windows)

PyMC3 Installation on Windows

The essence of a solid PyMC3 installation on Windows is to install most of the dependencies through conda. The reason installation via PyPI is difficult is that Theano requires compilation against MKL, which is difficult to set up, while Conda comes with its own compilers and MKL installation.

!! Do not pip install without first installing dependencies with conda!!

# starting out with a fresh environment
conda create -c msys2 -c conda-forge -n mypm3env python=3.8 mkl-service libpython m2w64-toolchain scipy matplotlib pandas
conda activate mypm3env

# or with an existing one
conda install mkl-service libpython m2w64-toolchain scipy

After that, PyMC3 can be installed with

pip install pymc3

or

conda install -c conda-forge pymc3

Developer Installation

If you want to tinker with PyMC3 itself, first clone the repository and then make an "editable" installation:

git clone https://github.com/pymc-devs/pymc3/
cd pymc3
pip install --editable .

Upgrading from Theano to Theano-PyMC

If you have the original Theano installed, please remove it and install Theano-PyMC via Conda Forge:

conda remove theano
conda install -c conda-forge theano-pymc

Optional Dependencies

• The GLM submodule relies on Patsy.
• pm.model_to_graphviz depends on Graphviz and pydot:
  • conda install -c conda-forge python-graphviz
  • pip install pydot-ng