make theano init the gpu device before we make a CudaNdarraySharedVariable.

theano/sandbox/cuda/var.py

@@ -169,6 +169,12 @@ def cuda_shared_constructor(value, name=None, strict=False,
 def float32_shared_constructor(value, name=None, strict=False,
         allow_downcast=None, borrow=False, broadcastable=None):
     """SharedVariable Constructor for CudaNdarrayType from numpy.ndarray or CudaNdarray"""
+    if theano.sandbox.cuda.use.device_number is None:
+        theano.sandbox.cuda.use("gpu",
+                                force=True,
+                                default_to_move_computation_to_gpu=False,
+                                move_shared_float32_to_gpu=False,
+                                enable_cuda=False)
 
     # if value isn't a float32 ndarray, or a CudaNdarray then raise