Ensure the warning about missing G++ is not showed on Windows

theano/configdefaults.py

@@ -492,12 +492,15 @@ else:
         # If the user provided an empty value for cxx, do not warn.
         theano.configparser.fetch_val_for_key('cxx')
     except KeyError:
-        _logger.warning(
-            'g++ not detected ! Theano will be unable to execute '
-            'optimized C-implementations (for both CPU and GPU) and will '
-            'default to Python implementations. Performance will be severely '
-            'degraded. To remove this warning, set Theano flags cxx to an '
-            'empty string.')
+        # This warning is strangely showed on Windows even if cxx is set to an empty value in THEANO_FLAGS.
+        # I add this test to ensure we do not warn if it's the user who provided a value for cxx on Windows.
+        if sys.platform != 'win32' or 'THEANO_FLAGS' not in os.environ or 'cxx=' not in os.environ['THEANO_FLAGS']:
+            _logger.warning(
+                'g++ not detected ! Theano will be unable to execute '
+                'optimized C-implementations (for both CPU and GPU) and will '
+                'default to Python implementations. Performance will be severely '
+                'degraded. To remove this warning, set Theano flags cxx to an '
+                'empty string.')
 
 
 # Keep the default value the same as the one for the mode FAST_RUN