Installing Theano is a pain in the ass if it is on Windows 8.1. Here is the breakdown of how to install it on my Windows 8.1 64bit machine:
1. Install Python 2.7.x: https://www.python.org/downloads/
2. Install MinGW64: http://sourceforge.net/projects/mingw-w64/.
After the installation of MinGW64, add `install_path_to_mingw64/bin` to your `PATH` variable. A caveat is to put the path at the beginning of `PATH` so that Python will not misuse other toolkits included in`PATH`. Also, go to `PYTHONPATH/Lib/distutils`, create a file named “ with the following content to let python using gcc from MinGW64 to compile C code:
[build] compiler=mingw32
3. Install Cuda ToolKit 5.5 or 6.5. Since my machine has had it installed previously, I can’t go details about it. Hope you can manage to install it.
4. Install `Numpy`, `Scipy` and `libpython` using `pip install …` or go to http://www.lfd.uci.edu/~gohlke/pythonlibs/ to download installation files and install manually.
5. Install `PyCuda` using `pip install PyCuda`
There could be several common errors you will encounter:
gcc:error:unrecognized command line option ‘-mno-cygwin’: edit `PYTHONPATH/Lib/distutils/cygwinccompiler.py` to remove all instances of `-mno-cygwin`. (Ref: http://stackoverflow.com/questions/6034390/compiling-with-cython-and-mingw-produces-gcc-error-unrecognized-command-line-o)
collect2.exe: error: ld returned 1 exit status: You should install `libpython` (see step 4) (Ref: https://github.com/Theano/Theano/issues/2087)
g++: error: unrecognized command line option ‘–output-lib’: edit `PYTHONPATH/Lib/distutils/cygwinccompiler.py` to comment out `extra_preargs.extend([“–output-lib”, lib_file])`
6. Install `Theano` using `pip install theano`.
7. Run the test code from Theano. At least you will be able to run through it using CPU.
This post below is the most helpful to my post:
http://pavel.surmenok.com/2014/05/31/installing-theano-with-gpu-on-windows-64-bit/