I have read through
How to install Theano on Anaconda Python 2.7 x64 on Windows?
I installed Anaconda 2 and followed the steps and I can import theano, however once in a while I get a windows crash message window on python crash similar to this:
python.exe crashes when importing `theano`
I have done "conda install mingw libpython" step.
Also when I run theano.test() I get this warning:
pycuda import failed in theano.misc.pycuda_init.
Overall I think there were some more steps in the windows installation page regarding visual studio, and other modules. I have visual studio 2012 installed by microsoft.