Running a python/theano script on the GPU (Windows)

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What i want

To run a simple python script like the following, but instead of the CPU I want it to use the GPU:

import theano

def some_convolutional_neural_network():
    #Insert (theano) code here

What I would like is a comprehensive instruction on how to achieve this, as the theano documentation is pretty complicated. For me and future readers, it would be nice if such a heuristic description was available.

What i've tried

First of all I've followed the Installation instructions for windows. Then I tried to enable theano to use my GPU.

I've found a partial answer here and it seems the way to go is to either modify the environment variable THEANO_FLAGS or a configuration file called .theanorc is a configuration file. However, the documentation is unclear to me and I cannot find the environment var nor the config file anywhere. Any help would be greatly appreciated as I am rather stuck here.

My specs: I am on windows 10, and I have a GeForce GTX 650 Ti.

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