Turns out another poster had the same problem and managed to solve it here 
https://groups.google.com/forum/#!topic/theano-users/vMeGLurkSj4 .

On Wednesday, July 19, 2017 at 2:22:39 PM UTC-7, John Coolidge wrote:
>
> I should add, I do not have cudnn installed and pygpu is version 0.6.8. 
>  Also here's an output of theano.test():
>
> >>> theano.test()
> Theano version 0.9.0.dev-c697eeab84e5b8a74908da654b66ec9eca4f1291
> theano is installed in 
> /home/john/anaconda2/envs/investing/lib/python2.7/site-packages/theano
> NumPy version 1.11.3
> NumPy relaxed strides checking option: False
> NumPy is installed in 
> /home/john/anaconda2/envs/investing/lib/python2.7/site-packages/numpy
> Python version 2.7.12 |Continuum Analytics, Inc.| (default, Jul  2 2016, 
> 17:42:40) [GCC 4.4.7 20120313 (Red Hat 4.4.7-1)]
> nose version 1.3.7
> Can not use cuDNN on context None: cannot compile with cuDNN. We got this 
> error:
> /tmp/try_flags_I1jSI4.c:4:19: fatal error: cudnn.h: No such file or 
> directory
>  #include <cudnn.h>
>                    ^
> compilation terminated.
>
> Mapped name None to device cuda: GeForce GTX 870M (0000:01:00.0)
> /home/john/anaconda2/envs/investing/lib/python2.7/site-packages/theano/misc/pycuda_init.py:35:
>  
> UserWarning: PyCUDA import failed in theano.misc.pycuda_init
>   warnings.warn("PyCUDA import failed in theano.misc.pycuda_init")
> /home/john/anaconda2/envs/investing/lib/python2.7/site-packages/theano/sandbox/gpuarray/__init__.py:10:
>  
> UserWarning: theano.sandbox.gpuarray has been moved to theano.gpuarray. 
> Please update your code and pickles. If the warning persists, clear 
> theano's cache ('$theano/bin/theano-cache clear').
>   warnings.warn(message)
> EE...........E........./home/john/anaconda2/envs/investing/lib/python2.7/site-packages/numpy/lib/nanfunctions.py:343:
>  
> RuntimeWarning: All-NaN slice encountered
>   warnings.warn("All-NaN slice encountered", RuntimeWarning)
> /home/john/anaconda2/envs/investing/lib/python2.7/site-packages/numpy/lib/nanfunctions.py:236:
>  
> RuntimeWarning: All-NaN axis encountered
>   warnings.warn("All-NaN axis encountered", RuntimeWarning)
> .E......................................../home/john/anaconda2/envs/investing/lib/python2.7/site-packages/theano/gof/vm.py:851:
>  
> UserWarning: CVM does not support memory profile, using Stack VM.
>   'CVM does not support memory profile, using Stack VM.')
> ...........SS.............0.796523204745
> 0.796523204745
> 0.796523204745
> 0.796523204745
> .........................................................................rm: 
> cannot remove 
> ‘/home/john/.theano/compiledir_Linux-3.13--generic-x86_64-with-debian-jessie-sid-x86_64-2.7.12-64/optimized_graphs.pkl’:
>  
> No such file or directory
> .................................................................................E/home/john/anaconda2/envs/investing/lib/python2.7/site-packages/theano/gof/vm.py:854:
>  
> UserWarning: LoopGC does not support partial evaluation, using Stack VM.
>   'LoopGC does not support partial evaluation, '
> .....EEEESegmentation fault (core dumped)
>
> On Wednesday, July 19, 2017 at 2:02:29 PM UTC-7, John Coolidge wrote:
>>
>> Theano version 0.90 is crashing python on my system (Ubuntu 14.04) with 
>> the following error message: "Process finished with exit code 139 
>> (interrupted by signal 11: SIGSEGV)" .  This crash happens when I do 
>> theano.test(). Theano also similarly crashes when I call theano.function() 
>> in some personal code with device=cuda.  The code works fine when 
>> device=gpu or device=cpu.  Curiously, running the GPU test code from the 
>> documentation with device=cuda works fine. It may be useful to know that 
>> theano seems to successfully find my graphics card: "Mapped name None to 
>> device cuda: GeForce GTX 870M (0000:01:00.0)."  Is there some way to get 
>> more detailed information on the error?  Any idea what could be causing it?
>>
>

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