Theano should work on Windows. And the community is very friendly. So, in case of install trouble, just ask them. Or better: help to make it simpler. (If it is not a principle Windows thing, like missing package manager or so.)<p>Of course, many Theano-based scripts you will find somewhere are probably only tested on a very specialized environment, and this might expect some Unix-like environment. But this is something which you cannot really solve, other than contribute to the script and fix it.<p>About the related Nvidia CUDA discussion: OpenCL support by Theano is in the works. Not sure how far it is.