Add the gpuarray.preallocate configuration variable. This will help fix out of…

theano/configdefaults.py

@@ -4,7 +4,8 @@ import logging
 
 import theano
 from theano.configparser import (AddConfigVar, BoolParam, ConfigParam, EnumStr,
-                                 IntParam, StrParam, TheanoConfigParser)
+                                 FloatParam, IntParam, StrParam,
+                                 TheanoConfigParser)
 from theano.misc.cpucount import cpuCount
 from theano.misc.windows import call_subprocess_Popen
 
@@ -219,6 +220,14 @@ AddConfigVar('gpuarray.sync',
              BoolParam(False),
              in_c_key=True)
 
+AddConfigVar('gpuarray.preallocate',
+             """If 0 it doesn't do anything.  If between 0 and 1 it
+             will preallocate that fraction of the total GPU memory.
+             If 1 or greater it will preallocate that amount of memory
+             (in megabytes).""",
+             FloatParam(0, lambda i: i >= 0),
+             in_c_key=False)
+
 
 def safe_no_dnn_workmem(workmem):
     """

theano/sandbox/gpuarray/__init__.py

@@ -46,7 +46,16 @@ def init_dev(dev, name=None):
                            "are in sync.")
     global pygpu_activated
     if dev not in init_dev.devmap:
-        init_dev.devmap[dev] = pygpu.init(dev)
+        ctx = pygpu.init(dev)
+        init_dev.devmap[dev] = ctx
+        if config.gpuarray.preallocate != 0:
+            if config.gpuarray.preallocate < 1:
+                gmem = config.gpuarray.preallocate * ctx.total_gmem
+            else:
+                gmem = config.gpuarray.preallocate * (1024*1024)
+            # This will allocate and immediatly free an object of size gmem
+            # which will reserve that amount of memory on the GPU.
+            pygpu.empty((gmem,), dtype='int8', context=ctx)
     context = init_dev.devmap[dev]
     # This will map the context name to the real context object.
     reg_context(name, context)