In my case, the problem was related to the old version of mingw64 that I 
installed in the past. I removed it, installed mingw toolchain with conda, 
and updated the path to it in theanorc, now everything works.





On Thursday, March 23, 2017 at 8:35:04 PM UTC-7, Michael Klachko wrote:
>
> I updated my CUDA from 7.5 to 8.0, and the error changed to:
>
>
> In [1]: import theano
> ERROR:theano.gpuarray:Could not initialize pygpu, support disabled
> Traceback (most recent call last):
>   File "c:\Theano\theano\gpuarray\__init__.py", line 164, in <module>
>     use(config.device)
>   File "c:\Theano\theano\gpuarray\__init__.py", line 151, in use
>     init_dev(device)
>   File "c:\Theano\theano\gpuarray\__init__.py", line 66, in init_dev
>     avail = dnn.dnn_available(name)
>   File "c:\Theano\theano\gpuarray\dnn.py", line 177, in dnn_available
>     if not dnn_present():
>   File "c:\Theano\theano\gpuarray\dnn.py", line 168, in dnn_present
>     dnn_present.msg)
> RuntimeError: You enabled cuDNN, but we aren't able to use it: cannot compile 
> with cuDNN. We got this error:
> c:/mingw64/bin/../lib/gcc/x86_64-w64-mingw32/4.8.0/../../../../x86_64-w64-mingw32/bin/ld.exe:
>  cannot find -lcudnn
> collect2.exe: error: ld returned 1 exit status
>
>
>
> It looks like it cannot find cudnn, but nothing has changed, when I use 
> device=gpu0, cudnn works fine.
>

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