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The warning is unrelated to the backend and just says that if you provide a custom link function it will not save that with the model.
The error is probably related to the backend. Maybe the sqlite backend does not provide a ._trace attribute? The issue you pointed to is pymc3, HDDM uses pymc2. I guess I'm not sure what that could be.
I'm not sure whether to report this to kabuki or HDDM, but the error occurred in a file from kabuki, so I figured I'd report this here...
Saving traces into a sqlite backend seems to cause issues. First, I see warnings like this:
and then when I try to concatenate my models, I get the following error:
It seems to possibly be the same issue as this one: pymc-devs/pymc#790
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