I'd like to add something to David's addition to Olivier's answer:
There are also some alternatives to Theano ;)

Theano is great, in particular with all the docs and tutorials, but I 
think it feels
like learning a new language.

My lab has a CUDA library called CUV that aims to be a numpy replacement.
So it doesn't compute gradients for you as theano does.

Luckily CUV includes an RBM implementation that does everything you need.

You can find the github repo here: https://github.com/deeplearningais/CUV
and the RBM docu here: 
https://github.com/deeplearningais/CUV/blob/master/examples/rbm/README

Cheers,
Andy

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