Installation Instructions for Pymc3 on Windows 10 using Anaconda 3

Hi @michaelosthege - here is the first version of the **Installation Reference**. Let me know what changes may be needed.

**For Pymc3 Windows users** who may not have a programming background or have comfort with tool chains and such, the installation instructions on this page (https://github.com/pymc-devs/pymc3/wiki/Installation-Guide-(Windows)) may not be sufficient. The instructions posted below go beyond the basic installation process posted at the above link.

In addition, there are a large community of users, who use both R and Python (Anaconda). The ```RTools mingw tool chain``` has to be first on the System Environment variables so that ```R packages that need compilation such as rstan, brms``` will run correctly. In this situation, the compilation of ```pymc3``` models will break and additional post-install ```User Environment Variables``` has to be done so ```pymc3``` works correctly.

**Versions and main components**

* PyMC3 Version: 3.11.2
* Aesara/Theano Version: 1.1.2 ( using ```theano-pymc```)
* Python Version: 3.7 / 3.8 using Anaconda3 64-bit
* Operating system: Windows 10 64-bit, with 1904 Update
* How did you install PyMC3: pip
* C & C++ compilers: Installed ```m2w64 tool chain from conda-forge```
* Microsoft VS C++ compiler(s) present? **No**
* Any Competing C++ compiler(s) present? **Yes** - ```RTools mingw tool chain``` on the System PATH  

------------------------------------------------------------------------------------------------------------------

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/Aesara require 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. ⚠

**Method 1**: Run ```conda env create -f environment.yml``` to create a fresh environment in one step - use Notepad++, if possible to create the said ```environment.yml``` file.

environment.yml (copy from ```name: pm3env``` and ending with ```pymc3``` and save it in ```C:\Users\Your_User_Name``` )
```name: pm3env
channels:
  - conda-forge
  - defaults
dependencies:
  - libpython
  - blas
  - mkl-service
  - m2w64-toolchain
  - numba
  - pip
  - python=3.8
  - python-graphviz
  - scipy
  - pip:
    - pymc3
 ```   
You can change name to something meaningful for you such as ```pym3``` or ```env_pym3```. You do not have to use ```pm3env```. Keep it simple and meaningful so you can use the environment with ease when using the command line. 

**Method 2**: You can create ```pymc3``` specific environment also directly from the ```Anaconda3 Command Prompt``` using the following command:
```conda create -n pm3env -c conda-forge "python=3.8" libpython mkl-service m2w64-toolchain numba python-graphviz scipy```

After you have created the environment, you can **test** it has been created successfully by typing:
```conda info --envs``` - the output of the command will show all the environments that exist in the current Anaconda3 install. Hopefully you will see your environment for ```pymc3```

**Activate** your environment by typing the command: ```conda activate pm3env``` (or whatever name you chose)
Your command prompt will look like: ```(pm3env) C:\Users\Your_User_Name```

**Check Packages Installed** using the command ```conda list``` and all packages installed in ```pm3env``` will be shown. Check if either one of ```theano``` or ```theano-pymc``` has been installed. Make note of it (It should not be)

**Install Pymc3**: Now you can install Pymc3 using the command: ```pip install pymc3``` and then if all requirements are met, all packages from pip and their dependencies will be installed,. Of critical importance to note is whether ```theano-pymc``` has been installed along with ```pymc3``` - *pymc3 will not run without this* - Here ```theano-pymc``` should be installed. In addition, in the ```pip``` output check that dependencies such as ```arviz``` (for working with ```pymc3``` objects) and ```matplotlib``` (for general purpose data graphing) have also been installed.

Sometimes these packages may not be installed in your new environment but will be installed likely in the location below on Windows 10: ```c:\users\your_user_name\appdata\roaming\python\python38\site-packages``` - note the number **38** next to ```python38``` in the folder name. This means that versions relevant for python3.8 have been installed here. These packages **will not appear** in the output of ```conda list```. Ensure that the ```python``` you specified (python=3.8) matches what you see in the folder name here (python38)

[@michaelosthege The original instructions ask to install ```theano-pymc``` using ```conda-forge```. However, I found that in the new dependency installation of ```pymc3```, ```theano-pymc``` is being automatically being installed and it is working correctly. This is one where I need your input on whether we remove the note to update ```theano-pymc```. *I think this is outdated*]

Now there are additional ways to install ``pymc3``` and additional variants of ```pymc3```. Refer to the next section, which may be more appropriate for advanced users.

**Developer Installation**

If you want to tinker with PyMC3 itself, first clone the repository and then make an "editable" installation:
(You need to have already installed ```git``` for this to work, if not install ```git``` first)

```git clone https://github.com/pymc-devs/pymc3/
cd pymc3
pip install --editable .
```
**Upgrading from Theano to Theano-PyMC** - Just in case when you run ```conda list``` at the ```pm3env``` prompt and find that you have ```theano``` instead of ```theano-pymc``` (*stranger things have and will happen!*)
1. Make a note of the channel where ```theano``` was installed from: it will show **pypi** or **conda-forge**.
2. If you see *pypi* then use the command, ```pip uninstall theano``` - you should see a message stating ```theano``` has been uninstalled
3. If you see *conda-forge* use the command, ```conda remove theano``` - you should answer with a **y** if prompted for the removal of ```theano```
4. Install ```theano-pymc``` using the command, ```conda install -c conda-forge theano-pymc```.
5. Once the installation is complete, run the command ```conda list``` and verify ```pymc3 & theano-pymc``` are installed.

**Optional Dependencies** (before you install any packages, first check they have not been already installed using ```conda list```
1. The GLM submodule relies on Patsy. Patsy brings the convenience of "R-style formulas" to Python. 
2. pm.model_to_graphviz depends on Graphviz and pydot:
3. Use the command ```conda install -c conda-forge python-graphviz``` and ```pip install pydot-ng```
4. In the package installations done so far, ```Jupyter Notebook``` or ```Jupyter Lab``` are not installed. If you are working with Anaconda3, you install these two Jupyter tools from Anaconda3 Navigator or from the ```pm3env command prompt``` using the command: ```conda install -c conda-forge notebook```

**Do Not Close the Command Prompt window of the pm3env** - we have to use it later on.

**Post Installation Checks - Do Not Skip This Step on Windows** 
A. Assumes you have installed Jupyter Notebook
B. Make note of whether you have R and in particular RTools installed on your laptop and location of its' install.
C. Assumes you have either *Admin* or *Power-User* rights on your laptop so that you can make changes to the **environment variables** at the User level.

1. Windows does not come pre-installed with C and C++ compilers (as Mac and Linux Distros do) so it is important to ensure your Anaconda3 environments are pointing to the correct **internal** compilers.
2. Going back to the original creation / installation of ```pm3env``` environment, one of the packages installed is ```m2w64-toolchain```. Here things can get complex in terms of having compiler tools specific to the version of Python and to that of the environment. So generally speaking, try to keep your Anaconda3 environments to a minimum, when you are starting out with tools such as ```pymc3```. Also make sure you install a ```m2w64-toolchain``` in each environment you create. **Conda** will ensure that you have the most appropriate version of the compilers for the version of Python in that environment. There are exceptions, but it gets beyond the scope of this document.

3. On Windows, search for "Edit System Environment Variables". You will be taken to the screen below
![image](https://user-images.githubusercontent.com/46219460/129662102-62351464-b14b-4074-83ff-a9bccec8e0f6.png)

4. Click on the "Environment Variables" on the bottom right-hand corner and you will see a new window pop-up with the top Window for User variables and the bottom window for the System variables. Click on the entry labeled **Path** under User Variables for Your_User_Name and click edit. Here you should add the following Anaconda paths specific to your environment:

**Note** the location of where Anaconda3 is installed by default (as shown below). If you have changed the location during the installation of Anaconda3, please make the changes accordingly.

First: ```C:\ProgramData\Anaconda3\Library\mingw-w64\bin```
Second: ```C:\ProgramData\Anaconda3\Library\bin```
Third: ```C:\ProgramData\Anaconda3\Scripts```

Move each of the entries so that they appear in the exact order as shown above at the top of the User Variables **Path** using the *Move Up* and *Move Down* buttons

Then click "OK" to accept the changes all the way.

5. Go back to the ```pm3env``` Command Prompt window that is already open that displays ```(pm3env) C:\Users\Your_User_Name>```
6. Type ```jupyter-notebook``` at the prompt and (hopefully) a page should be opened in your Default Browser.
![image](https://user-images.githubusercontent.com/46219460/129664307-4284bba2-bd4f-446f-80ce-2dbfd71818f7.png)

7. On the top right corner, click on the drop-down under **New**
![image](https://user-images.githubusercontent.com/46219460/129664403-57ef4ec3-f0dd-4371-8302-c6f652809203.png)

8. Select **Python 3 (ipykernel)**
9. You should see a new Jupyter Notebook open that looks as follows:
![image](https://user-images.githubusercontent.com/46219460/129664564-2ee8bf7b-1695-44f2-88c1-759762311d56.png)

10. Make sure that at the top right corner, the button says **Trusted**. If this is the first time you are using a Jupyter Notebook, it might show up as **Not Trusted**. Click on it if it says "Not Trusted" and select the option to make it "Trusted".

11. In the first Notebook cell, type ```import theano as tp``` and click on the **Run** button.

12. You may see a warning as shown in the picture below (```WARNING (theano.tensor.blas): Using NumPy C-API based implementation for BLAS functions.```)
![image](https://user-images.githubusercontent.com/46219460/129665647-b6f08099-deb0-4659-a3ef-5a1eb77d1af0.png)

13. In the next cell type the following commands and click **Run**
```import pymc3 as pm```
```print(f"Running on PyMC3 v{pm.__version__}")```

14. You should see an output as follows: ```Running on PyMC3 v3.11.2```

15. You can now begin testing the full capabilities of Pymc3 by starting with the three examples from the **Getting Started with Pymc3** - linked here - http://docs.pymc.io/notebooks/getting_started

Good luck with using Pymc3!

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