As Theano says we can sent this warning here, I do it.

It is very important to me solving this, because I think this is the reason 
I have very slow training. 

WARNING (theano.gof.cmodule): OPTIMIZATION WARNING: Theano was not able to 
find the g++ parameters that tune the compilation to your  specific CPU. 
This can slow down the execution of Theano functions. Please submit the 
following lines to Theano's mailing list so that we can fix this problem:
 ['# 1 "-"\n', 'icpc version 17.0.1 (gcc version 4.8.0 compatibility)\n', 
'/opt/intel/compilers_and_libraries_2017.1.132/linux/bin/intel64/mcpcom   
 --target_efi2 -_g -mP3OPT_inline_alloca -D__ICC=1700 
-D__INTEL_COMPILER=1700 -D__INTEL_COMPILER_UPDATE=1 -D__PTRDIFF_TYPE__=long 
"-D__SIZE_TYPE__=unsigned long" -D__WCHAR_TYPE__=int 
"-D__WINT_TYPE__=unsigned int" "-D__INTMAX_TYPE__=long int" 
"-D__UINTMAX_TYPE__=long unsigned int" -D__LONG_MAX__=9223372036854775807L 
-D__QMSPP_ -D__OPTIMIZE__ -D__NO_MATH_INLINES -D__NO_STRING_INLINES 
-D__GNUC_GNU_INLINE__ -D__GNUC__=4 -D__GNUC_MINOR__=8 
-D__GNUC_PATCHLEVEL__=0 -D__LP64__ -D_LP64 -D__GXX_ABI_VERSION=1002 
"-D__USER_LABEL_PREFIX__= " -D__REGISTER_PREFIX__= -D__INTEL_RTTI__ 
-D__unix__ -D__unix -D__linux__ -D__linux -D__gnu_linux__ -B -Dunix -Dlinux 
"-_Asystem(unix)" -D__ELF__ -D__x86_64 -D__x86_64__ -D__amd64 -D__amd64__ 
"-_Acpu(x86_64)" "-_Amachine(x86_64)" 
-D__INTEL_COMPILER_BUILD_DATE=20161005 -D__INTEL_OFFLOAD -D__pentium4 
-D__pentium4__ -D__tune_pentium4__ -D__SSE2__ -D__SSE2_MATH__ -D__SSE3__ 
-D__SSSE3__ -D__SSE4_1__ -D__SSE4_2__ -D__SSE__ -D__SSE_MATH__ -D__MMX__ 
-D__AVX__ -_k -_8 -_l --has_new_stdarg_support -_a -_b -E 
--gnu_version=40800 -_W5 --gcc-extern-inline --multibyte_chars 
-mGLOB_diag_suppress_sys --array_section --simd --simd_func 
--offload_mode=1 --offload_target_names=gfx,GFX,mic,MIC 
--offload_unique_string=icpc1145998360jqCGIp -mP1OPT_print_version=FALSE 
-mGLOB_em64t=TRUE -mP1OPT_version=17.0-intel64 -mGLOB_long_size_64 
-mGLOB_routine_pointer_size_64 -\n', '#include "..." search starts 
here:\n', '#include <...> search starts here:\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/ipp/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/mkl/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/tbb/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/daal/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/ipp/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/mkl/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/tbb/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/daal/include\n', ' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/compiler/include/intel64\n',
 
' 
/opt/intel/compilers_and_libraries_2017.1.132/linux/compiler/include/icc\n', 
' /opt/intel/compilers_and_libraries_2017.1.132/linux/compiler/include\n', 
' /usr/local/include\n', ' /usr/lib/gcc/x86_64-linux-gnu/4.8/include\n', ' 
/usr/lib/gcc/x86_64-linux-gnu/4.8/include-fixed\n', ' /usr/include/\n', ' 
/usr/include\n', ' /usr/include/x86_64-linux-gnu\n', 'End of search 
list.\n']

My g++ --version output command:

~$ g++ --version
g++ (Ubuntu 4.8.4-2ubuntu1~14.04.3) 4.8.4
Copyright (C) 2013 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Please help, given I have not GPUs I installed 
https://github.com/intel/Theano and Intel® *Parallel* Studio XE *2017 *and my 
~/.theanorc file is as follows:

[global]
device = cpu
floatX = float32
cxx = icpc
mode = FAST_RUN
openmp = True
openmp_elemwise_minsize = 10
allow_gc = False
[dnn]
enabled = mkl
[gcc]
#cxxflags = -qopenmp -march=native -O3  -qopt-report=3 -fno-alias 
-qopt-prefetch
=2 -fp-trap=none
cxxflags = -qopenmp -O3  -qopt-report=3 -fno-alias -qopt-prefetch=2 -fp-trap
=non
e
[blas]
ldflags = -lmkl_rt

I did this as one of the suggestions from someone here: 
http://stackoverflow.com/questions/41583628/efficient-kernel-implementation-in-theano
In the case you suggest something else to do, it would be very appreciated 
if you can tell me.

Thanks




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