2017-08-17 Theano and Mingw

theano requires a gcc 64 bit compiler. On Windows, the choice is between TDM-GCC which was not updated since 2015 and mingw-w64. The installer did not really work for me so I had to download and unzip the following file: x86_64-7.1.0-release-posix-seh-rt_v5-rev2.7z which you can find at the following location: sourceforge/mingw-w64/files. To avoid adding any new path to the environment variable PATH, this file can be unzipped in <your python>\Library\mingw-w64 and you be able to see the file <your python>\Library\mingw-w64\g++.exe.

It is not over yet. An error might occur when running import theano:

Problem occurred during compilation with the command line below:
"<your python>\Library\mingw-w64\bin\g++.exe" -shared -g -march=skylake -mmmx -mno-3dnow -msse -msse2 -msse3 -mssse3 -mno-sse4a -mcx16 -msahf -mmovbe -maes -mno-sha -mpclmul -mpopcnt -mabm -mno-lwp -mfma -mno-fma4 -mno-xop -mbmi -msgx -mbmi2 -mno-tbm -mavx -mavx2 -msse4.2 -msse4.1 -mlzcnt -mno-rtm -mno-hle -mrdrnd -mf16c -mfsgsbase -mrdseed -mprfchw -madx -mfxsr -mxsave -mxsaveopt -mno-avx512f -mno-avx512er -mno-avx512cd -mno-avx512pf -mno-prefetchwt1 -mclflushopt -mxsavec -mxsaves -mno-avx512dq -mno-avx512bw -mno-avx512vl -mno-avx512ifma -mno-avx512vbmi -mno-avx5124fmaps -mno-avx5124vnniw -mno-clwb -mno-mwaitx -mno-clzero -mno-pku -mno-rdpid --param l1-cache-size=32 --param l1-cache-line-size=64 --param l2-cache-size=4096 -mtune=skylake -DNPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION -m64 -DMS_WIN64 -I"<your python>\lib\site-packages\numpy\core\include" -I"<your python>\include" -I"<your python>\lib\site-packages\theano\gof" -L"<your python>\libs" -L"<your python>" -o <user>\AppData\Local\Theano\compiledir_Windows-10-10.0.15063-SP0-Intel64_Family_6_Model_78_Stepping_3_GenuineIntel-3.6.1-64\lazylinker_ext\lazylinker_ext.pyd <user>\AppData\Local\Theano\compiledir_Windows-10-10.0.15063-SP0-Intel64_Family_6_Model_78_Stepping_3_GenuineIntel-3.6.1-64\lazylinker_ext\mod.cpp -lpython36
In file included from <your python>/Library/mingw-w64/lib/gcc/x86_64-w64-mingw32/7.1.0/include/c++/math.h:36:0,

                 from <your python>\include/pyport.h:194,

                 from <your python>\include/Python.h:50,

                 from <user>\AppData\Local\Theano\compiledir_Windows-10-10.0.15063-SP0-Intel64_Family_6_Model_78_Stepping_3_GenuineIntel-3.6.1-64\lazylinker_ext\mod.cpp:1:

<your python>/Library/mingw-w64/lib/gcc/x86_64-w64-mingw32/7.1.0/include/c++/cmath:1136:11: error: '::hypot' has not been declared

   using ::hypot;

           ^~~~~

I found a solution at g++ error on import of Theano on Windows 7. The solution is to create a file in the user folder called .theanorc which contains:

[gcc]
cxxflags = -D_hypot=hypot

You can also execute the code:

import os
with open(os.path.join(os.environ["USERPROFILE"], ".theanorc"), "w") as f:
    f.write("[gcc]\ncxxflags = -D_hypot=hypot")

This setup is only for CPU. If you need GPU, you should read the following: Keras-TensorFlow-GPU-Windows-Installation.