My guess is that you use the old GPU backend. Can you confirm you use the Theano flag device=gpu? And that also you have float64 in the graph. The old backend don't support them. I suggest that you install the just released 0.10 beta and that you use the new backend with device=cuda.
Also,you can use the flag warn_float64=pdb to find where you have them and make sore they are float32. This will be faster.
Fred
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