theano.gpuarray.dnn – cuDNN -- Theano 0.9 dev documentation

It provides optimized versions of some operations like the convolution. You must download and install it yourself. To install it, decompress the downloaded file and make the *.h and *.so* files available to the compilation environment. The easiest is to include them in your CUDA installation. Copy the *.h files to CUDA_ROOT/include and the *.so* files to CUDA_ROOT/lib64 (by default, CUDA_ROOT is /usr/local/cuda on Linux).