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

theano/configdefaults.py

@@ -492,6 +492,9 @@ else:
         # If the user provided an empty value for cxx, do not warn.
         theano.configparser.fetch_val_for_key('cxx')
     except KeyError:
+        # 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 '