install Anaconda download Theano sources from git (install it using setup.py) Setup NVIDIA GPU Toolkit. I have installed version 6.5 Setup Visual Studio Community Edition 2013 Create config file .theanorc in c:\Users\X: [global] floatX = float32 device = gpu [nvcc] fastmath = True compiler_bindir=C:\Program Files (x86)\Microsoft Visual Studio 12.0\VC\bin\cl.exe Without the line with path to cl.exe I got:
nvcc fatal : Cannot find compiler 'cl.exe' in PATH ['nvcc', '-shared', '-O3', '-use_fast_math', '-Xlinker', '/DEBUG', '-D HAVE_ROUND', '-m64', '-Xcompiler', '-DCUDA_NDARRAY_CUH=f411a53ee0a470fbaad3b5c4a681ef64,-D NPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION,/Zi,/MD', '-Ic:\\anaconda\\theano\\theano\\sandbox\\cuda', '-Ic:\\anaconda\\lib\\site-packages\\numpy\\core\\include', '-Ic:\\anaconda\\include', '-o', 'C:\\Users\\X\\AppData\\Local\\Theano\\compiledir_Windows-7-6....