Move all the cudnn version check/warning at the same place.

theano/gpuarray/__init__.py

@@ -55,12 +55,6 @@ def init_dev(dev, name=None):
     if init_dev.dnn_version is None and dev.startswith('cuda'):
         try:
             init_dev.dnn_version = dnn.version()
-            # 5200 should not print warning with cudnn 5.1 final.
-            if init_dev.dnn_version >= 5200:
-                warnings.warn("Your cuDNN version is more recent than "
-                              "Theano. If you encounter problems, try "
-                              "updating Theano or downgrading cuDNN to "
-                              "version 5.1.")
             if config.print_active_device:
                 print("Using cuDNN version %d" % init_dev.dnn_version,
                       file=sys.stderr)

theano/gpuarray/dnn.py

@@ -131,7 +131,12 @@ def _dnn_check_version():
     v = version()
     if v < 5000:
         return False, "cuDNN version is too old. Update to v5, was %d." % v
-
+    # 5200 should not print warning with cudnn 5.1 final.
+    if version >= 5200:
+        warnings.warn("Your cuDNN version is more recent than "
+                      "Theano. If you encounter problems, try "
+                      "updating Theano or downgrading cuDNN to "
+                      "version 5.1.")
     return True, None