Make unused flags warning a method and use it in theano/__init__

theano/__init__.py

@@ -199,3 +199,8 @@ def sparse_grad(var):
 
 import theano.tensor.random.var
 from theano.scan import checkpoints, clone, foldl, foldr, map, reduce, scan
+
+
+# Some config variables are registered by submodules. Only after all those imports
+# were executed, we can warn about remaining flags provided by the user through THEANO_FLAGS.
+config.warn_unused_flags()

theano/configdefaults.py

@@ -2260,7 +2260,3 @@ except OSError:
 # TODO: The caching dir resolution is a procedural mess of helper functions, local variables
 # and config definitions. And the result is also not particularly pretty..
 add_caching_dir_configvars()
-
-# Check if there are remaining flags provided by the user through THEANO_FLAGS.
-for key in config._flags_dict.keys():
-    warnings.warn(f"Theano does not recognise this flag: {key}")

theano/configparser.py

@@ -262,6 +262,10 @@ class TheanoConfigParser:
         """
         return _ChangeFlagsDecorator(*args, _root=self, **kwargs)
 
+    def warn_unused_flags(self):
+        for key in self._flags_dict.keys():
+            warnings.warn(f"Theano does not recognise this flag: {key}")
+
 
 class ConfigParam:
     """Base class of all kinds of configuration parameters.