Ah, too bad!  Ok thanks for the warning, I'll stick to the multiprocessing 
approach for now.  If I can think of a different way which is more 
generalized, I'll let you know.

Aside from making the code nicer, I was also hoping to use the NCCL 
collectives.  I saw some work in libgpuarray towards exposing those to 
python / theano, but I'm not sure the status?  

Is there a way with the new backend to initialize the GPU contexts sometime 
after importing theano?  theano.sandbox.cuda.use('gpu0') is very helpful to 
be flexible to import theano before forking subprocesses.

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