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Theano import error in Azure Data Science VM (Ubuntu)

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I just created a Data Science VM on Azure (student subscription). I managed to connect to the Jupyter Notebook (by the way, the documentation says the the port 8000 is open by default but that's not true). Then I tried to import Theano (which is installed by default) but I get an import error (see attached). Any idea how to solve the issue?

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
/anaconda/envs/py35/lib/python3.5/configparser.py in _unify_values(self, section, vars)
   1134         try:
-> 1135             sectiondict = self._sections[section]
   1136         except KeyError:

KeyError: 'blas'

During handling of the above exception, another exception occurred:

NoSectionError                            Traceback (most recent call last)
/anaconda/envs/py35/lib/python3.5/site-packages/theano/configparser.py in fetch_val_for_key(key, delete_key)
    167         try:
--> 168             return theano_cfg.get(section, option)
    169         except ConfigParser.InterpolationError:

/anaconda/envs/py35/lib/python3.5/configparser.py in get(self, section, option, raw, vars, fallback)
    777         try:
--> 778             d = self._unify_values(section, vars)
    779         except NoSectionError:

/anaconda/envs/py35/lib/python3.5/configparser.py in _unify_values(self, section, vars)
   1137             if section != self.default_section:
-> 1138                 raise NoSectionError(section)
   1139         # Update with the entry specific variables

NoSectionError: No section: 'blas'

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
/anaconda/envs/py35/lib/python3.5/site-packages/theano/configparser.py in __get__(self, cls, type_, delete_key)
    327                 val_str = fetch_val_for_key(self.fullname,
--> 328                                             delete_key=delete_key)
    329                 self.is_default = False

/anaconda/envs/py35/lib/python3.5/site-packages/theano/configparser.py in fetch_val_for_key(key, delete_key)
    171     except (ConfigParser.NoOptionError, ConfigParser.NoSectionError):
--> 172         raise KeyError(key)
    173 

KeyError: 'blas.ldflags'

During handling of the above exception, another exception occurred:

RuntimeError                              Traceback (most recent call last)
<ipython-input-6-22fee0ca6828> in <module>()
      1 #import pymc3 as pm
      2 import numpy as np
----> 3 import theano
      4 import theano.tensor as tt
      5 

/anaconda/envs/py35/lib/python3.5/site-packages/theano/__init__.py in <module>()
    122 from theano.printing import pprint, pp
    123 
--> 124 from theano.scan_module import (scan, map, reduce, foldl, foldr, clone,
    125                                 scan_checkpoints)
    126 

/anaconda/envs/py35/lib/python3.5/site-packages/theano/scan_module/__init__.py in <module>()
     39 __contact__ = "Razvan Pascanu <r.pascanu@gmail>"
     40 
---> 41 from theano.scan_module import scan_opt
     42 from theano.scan_module.scan import scan
     43 from theano.scan_module.scan_checkpoints import scan_checkpoints

/anaconda/envs/py35/lib/python3.5/site-packages/theano/scan_module/scan_opt.py in <module>()
     58 
     59 import theano
---> 60 from theano import tensor, scalar
     61 from theano.tensor import opt, get_scalar_constant_value, Alloc, AllocEmpty
     62 from theano import gof

/anaconda/envs/py35/lib/python3.5/site-packages/theano/tensor/__init__.py in <module>()
     15 from theano.tensor import opt
     16 from theano.tensor import opt_uncanonicalize
---> 17 from theano.tensor import blas
     18 from theano.tensor import blas_scipy
     19 from theano.tensor import blas_c

/anaconda/envs/py35/lib/python3.5/site-packages/theano/tensor/blas.py in <module>()
    153 from theano.scalar import bool as bool_t
    154 from theano.tensor import basic as T
--> 155 from theano.tensor.blas_headers import blas_header_text
    156 from theano.tensor.blas_headers import blas_header_version
    157 from theano.tensor.opt import in2out, local_dimshuffle_lift

/anaconda/envs/py35/lib/python3.5/site-packages/theano/tensor/blas_headers.py in <module>()
    985 
    986 
--> 987 if not config.blas.ldflags:
    988     _logger.warning('Using NumPy C-API based implementation for BLAS functions.')
    989 

/anaconda/envs/py35/lib/python3.5/site-packages/theano/configparser.py in __get__(self, cls, type_, delete_key)
    330             except KeyError:
    331                 if callable(self.default):
--> 332                     val_str = self.default()
    333                 else:
    334                     val_str = self.default

/anaconda/envs/py35/lib/python3.5/site-packages/theano/configdefaults.py in default_blas_ldflags()
   1420 
   1421             if res:
-> 1422                 check_mkl_openmp()
   1423                 return res
   1424 

/anaconda/envs/py35/lib/python3.5/site-packages/theano/configdefaults.py in check_mkl_openmp()
   1260 their latest build or set "MKL_THREADING_LAYER=GNU" in your
   1261 environment.
-> 1262 """)
   1263     except ImportError:
   1264         raise RuntimeError("""

RuntimeError: 
To use MKL 2018 with Theano either update the numpy conda packages to
their latest build or set "MKL_THREADING_LAYER=GNU" in your
environment.


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