Print informative warning when too old Theano version is imported

Closes #4527

Author: michaelosthege

pymc3/__init__.py

@@ -19,6 +19,9 @@
 import multiprocessing as mp
 import platform
 
+import semver
+import theano
+
 _log = logging.getLogger("pymc3")
 
 if not logging.root.handlers:
@@ -28,10 +31,18 @@
         _log.addHandler(handler)
 
 
+if not semver.match(theano.__version__, ">=1.1.2"):
+    print(
+        "!" * 60
+        + f"\nThe installed Theano(-PyMC) version ({theano.__version__}) does not match the PyMC3 requirements."
+        + "\nFor PyMC3 to work, Theano must be uninstalled and replaced with Theano-PyMC."
+        + "\nSee https://github.com/pymc-devs/pymc3/wiki for installation instructions.\n"
+        + "!" * 60
+    )
+
+
 def __set_compiler_flags():
     # Workarounds for Theano compiler problems on various platforms
-    import theano
-
     current = theano.config.gcc__cxxflags
     theano.config.gcc__cxxflags = f"{current} -Wno-c++11-narrowing"
 

requirements.txt

@@ -6,5 +6,6 @@ numpy>=1.15.0
 pandas>=0.24.0
 patsy>=0.5.1
 scipy>=1.2.0
+semver
 theano-pymc==1.1.2
 typing-extensions>=3.7.4