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Theano added a warning to install
[mkl](https://docs.continuum.io/mkl-optimizations/)
in Theano/Theano#5290 . This installs it on travis and anywhere elsecreate_testenv.sh
is used (for example, the docker build), but won't install by default when pymc3 is installed.I don't see any speedup from using it (in particular, the test suite takes almost exactly the same amount of time to run), and don't know much about it beyond continuum's webpage on it, but maybe someone else has a strong opinion?