### Description The [current tests](https://github.com/pymc-devs/pytensor/blob/350f482382c28eec4f22bedcbfb2e02b09dd1d52/.github/workflows/test.yml) run only on `ubuntu-latest` and we're cutting releases without ever testing on other operating systems. Also the [tests running in the conda-build in `pytensor-suite-feedstock`](https://github.com/conda-forge/pytensor-suite-feedstock/blob/dab6667bd5e8ba1c43744c162358e05f78ffb033/recipe/meta.yaml#L42-L53) only cover importing the package. We noticed this because the [sunode-feedstock build is currently failing for OSX](https://github.com/conda-forge/sunode-feedstock/runs/10126554589) with C compilation errors. To become more robust across the three main operating systems, the PyTensor test suite should run a subset of tests on OSX or Windows.