Thanks Pascal for the prompt reply.

To answer your questions:

A) Added the option nocleanup=True to the .theanorc file

B) The backslash before "Model 1". In my previous attempts in Theano 0.9.0, 
this was the way that I found to make it work. 

Following your suggestion, I edited the header of the script to 
this: os.environ["THEANO_FLAGS"]= "base_compiledir=Model_1"

and ran the script. This time, I noticed an extra sub-folder under 
"Model_1\compiledir_Windows-7-6.1.7601-SP1-Intel64_Family_6_Model_63_Stepping_2_GenuineIntel-3.6.1-64".
 
The sub-folder is named "tmpgqmnjspd", which only contains a mod.c file

The compilation ended with this error:

Exception: ('The following error happened while compiling the node', 
InplaceDimShuffle{x,0}(layer:tanh-1/bias), '\n', 'Compilation failed 
(return status=1): C:/Temp/Anaconda3/Library/mingw-w64/bin/../
lib/gcc/x86_64-w64-mingw32/5.3.0/../../../../x86_64-w64-mingw32/bin/ld.exe: 
cannot open output file 
C:\\Users\\IMarroquin\\Documents\\My_Python_Scripts\\MLP\\SEG_contest\\Independent_Scripts\\Model_1\
\compiledir_Windows-7-6.1.7601-SP1-Intel64_Family_6_Model_63_Stepping_2_GenuineIntel-3.6.1-64\\tmpgqmnjspd\\m885ff006a95d626dac547a7bdfdb471bbf058622ece2b4435e42316c4012ea56.pyd:
 
No such file or directory\r. collect2.exe: error: ld returned 1 exit 
status\r. ', '[InplaceDimShuffle{x,0}(layer:tanh-1/bias)]')

It seems that the source of the problem is a missing file with extension 
*.pyd


C) "compiler" instead of "compiledir". Sorry for the confusion, I made a 
mistake during the copy/paste

Many thanks,
Ivan

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