Hello,
I've been successfully using Theano on my Windows 10 box for about a year.

Then Windows 10 forced me to update--- the "Creatives" mega-update.

Immediately after this update, I began getting the following error when 
running code that uses theano:

C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cnmem.cpp(39)
 
: fatal error C1083: Cannot open include file: 'Windows.h': No such file or 
directory


The full error output is shown below:

C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cuda_ndarray.cuh(17)
 
: warning C4005: 'PyString_Check' : macro redefinition
        
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\numpy\core\include\numpy/npy_3kcompat.h(63)
 
: see previous definition of 'PyString_Check'
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cuda_ndarray.cuh(18)
 
: warning C4005: 'PyString_FromString' : macro redefinition
        
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\numpy\core\include\numpy/npy_3kcompat.h(65)
 
: see previous definition of 'PyString_FromString'
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cuda_ndarray.cuh(19)
 
: warning C4005: 'PyString_AsString' : macro redefinition
        
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\numpy\core\include\numpy/npy_3kcompat.h(72)
 
: see previous definition of 'PyString_AsString'
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cuda_ndarray.cuh(20)
 
: warning C4005: 'PyString_FromStringAndSize' : macro redefinition
        
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\numpy\core\include\numpy/npy_3kcompat.h(66)
 
: see previous definition of 'PyString_FromStringAndSize'
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cuda_ndarray.cuh(21)
 
: warning C4005: 'PyString_Size' : macro redefinition
        
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\numpy\core\include\numpy/npy_3kcompat.h(74)
 
: see previous definition of 'PyString_Size'
C:\Winpython\WinPython-64bit-3.4.4.6Qt5\python-3.4.4.amd64\lib\site-packages\theano\sandbox\cuda\cnmem.cpp(39)
 
: fatal error C1083: Cannot open include file: 'Windows.h': No such file or 
directory
ERROR (theano.sandbox.cuda): Failed to compile cuda_ndarray.cu: ('nvcc 
return status', 2, 'for cmd', 'nvcc -shared -O3 --use-local-env 
--cl-version=2013 -Xlinker /DEBUG -D HAVE_ROUND -m64 -Xcompiler 
-DCUDA_NDARRAY_CUH=mc72d035fdf91890f3b36710688069b2e,-DNPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION,/Zi,/MD
 
-IC:\\Winpython\\WinPython-64bit-3.4.4.6Qt5\\python-3.4.4.amd64\\lib\\site-packages\\theano\\sandbox\\cuda
 
-IC:\\Winpython\\WinPython-64bit-3.4.4.6Qt5\\python-3.4.4.amd64\\lib\\site-packages\\numpy\\core\\include
 
-IC:\\Winpython\\WinPython-64bit-3.4.4.6Qt5\\python-3.4.4.amd64\\include 
-IC:\\Winpython\\WinPython-64bit-3.4.4.6Qt5\\python-3.4.4.amd64\\lib\\site-packages\\theano\\gof
 
-o 
C:\\Users\\David\\AppData\\Local\\Theano\\compiledir_Windows-10-10.0.15063-Intel64_Family_6_Model_94_Stepping_3_GenuineIntel-3.4.4-64\\cuda_ndarray\\cuda_ndarray.pyd
 
mod.cu 
-LC:\\Winpython\\WinPython-64bit-3.4.4.6Qt5\\python-3.4.4.amd64\\libs 
-LC:\\Winpython\\WinPython-64bit-3.4.4.6Qt5\\python-3.4.4.amd64 -lcublas 
-lpython34 -lcudart')
mod.cu

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