use cmake install

.jenkins/jenkins_buildbot_windows.bat

+REM CUDNN PATH
+set CUDNNPATH=C:\lib\cuda
+
+REM Set conda python, cuda, cmake path
+set PATH=%PATH%;C:\ProgramData\Miniconda2;%CUDNNPATH%\bin;C:\Program Files\CMake\bin
+
 set BUILDBOT_DIR=%WORKSPACE%\nightly_build
 set COMPILEDIR=C:\Jenkins\theano_cache\buildbot_windows
 
@@ -13,6 +19,7 @@ REM Build libgpuarray
 set GPUARRAY_CONFIG="Release"
 set DEVICE=cuda
 set LIBDIR=%WORKSPACE%\local
+set PATH=%PATH%;%LIBDIR%\bin
 
 REM Make fresh clones of libgpuarray (with no history since we dont need it)
 rmdir libgpuarray /s/q
@@ -23,18 +30,14 @@ rmdir %LIBDIR% /s/q
 mkdir %LIBDIR%
 
 REM Build libgpuarray
-set PATH=%PATH%;C:\Program Files\CMake\bin;C:\lib\cuda\bin
 mkdir libgpuarray\build
 cd libgpuarray\build
-cmake .. -DCMAKE_BUILD_TYPE=%GPUARRAY_CONFIG% -G "NMake Makefiles"
+cmake .. -DCMAKE_BUILD_TYPE=%GPUARRAY_CONFIG% -G "NMake Makefiles" -DCMAKE_INSTALL_PREFIX=%LIBDIR%
 nmake
+cmake --build . --target install
 cd ..\..
 
-REM Copy lib and export paths
-C:\Windows\System32\robocopy /E libgpuarray $LIBDIR$\libgpuarray > nul
-set PATH=%PATH%;$LIBDIR$\libgpuarray\lib
-
-REM Set conda python path
+REM Set conda gcc path
 set PATH=%PATH%;C:\ProgramData\Miniconda2;C:\ProgramData\Miniconda2\Library\mingw-w64\bin;C:\ProgramData\Miniconda2\Library\usr\bin;C:\ProgramData\Miniconda2\Library\bin;C:\ProgramData\Miniconda2\Scripts
 
 REM Build the pygpu modules
@@ -52,5 +55,5 @@ echo "Directory of stdout/stderr %BUILDBOT_DIR%"
 REM Fast run and float32
 set FILE=%BUILDBOT_DIR%\theano_python2_fastrun_f32_tests.xml
 set NAME=fastrun_f32
-set THEANO_FLAGS=%THEANO_FLAGS%,compiledir=%COMPILEDIR:\=\\%,mode=FAST_RUN,warn.ignore_bug_before=all,on_opt_error=raise,on_shape_error=raise,floatX=float32,dnn.include_path=C:\\lib\\cuda\\include,dnn.library_path=C:\\lib\\cuda\\lib\\x64,gcc.cxxflags='-I"C:\\Program Files\\NVIDIA GPU Computing Toolkit\\CUDA\\v8.0\\include" -I%LIBDIR:\=\\%\\src -L"C:\\Program Files\\NVIDIA GPU Computing Toolkit\CUDA\\v8.0\\lib\\x64" -L%LIBDIR:\=\\%\\lib'
+set THEANO_FLAGS=%THEANO_FLAGS%,compiledir=%COMPILEDIR:\=\\%,mode=FAST_RUN,warn.ignore_bug_before=all,on_opt_error=raise,on_shape_error=raise,floatX=float32,dnn.include_path=%CUDNNPATH:\=\\%\\include,dnn.library_path=%CUDNNPATH:\=\\%\\lib\\x64,gcc.cxxflags='-I"C:\\Program Files\\NVIDIA GPU Computing Toolkit\\CUDA\\v8.0\\include" -I%LIBDIR:\=\\%\\include -L"C:\\Program Files\\NVIDIA GPU Computing Toolkit\CUDA\\v8.0\\lib\\x64" -L%LIBDIR:\=\\%\\lib'
 python bin\theano-nose %THEANO_PARAM% %XUNIT%%FILE% %SUITE%%NAME%

.jenkins/jenkins_pr_win.bat

+REM CUDNN PATH
+set CUDNNPATH=C:\lib\cuda
+
+REM Set conda python, cuda, cmake path
+set PATH=%PATH%;C:\ProgramData\Miniconda2;%CUDNNPATH%\bin;C:\Program Files\CMake\bin
+
 REM Set cache dir and copy from master
 set COMPILEDIR=%WORKSPACE%\cache
-C:\Windows\System32\robocopy /E/purge C:\Jenkins\theano_cache\buildbot_windows %COMPILEDIR% > nul
+C:\Windows\System32\robocopy /E /purge C:\Jenkins\theano_cache\buildbot_windows %COMPILEDIR% > nul
 
 set THEANO_FLAGS=init_gpu_device=cuda
 
@@ -8,6 +14,7 @@ REM Build libgpuarray
 set GPUARRAY_CONFIG="Release"
 set DEVICE=cuda
 set LIBDIR=%WORKSPACE%\local
+set PATH=%PATH%;%LIBDIR%\bin
 
 REM Make fresh clones of libgpuarray (with no history since we dont need it)
 rmdir libgpuarray /s/q
@@ -18,19 +25,16 @@ rmdir %LIBDIR% /s/q
 mkdir %LIBDIR%
 
 REM Build libgpuarray
-set PATH=%PATH%;C:\Program Files\CMake\bin;C:\lib\cuda\bin
+rmdir libgpuarray\build /s/q
 mkdir libgpuarray\build
 cd libgpuarray\build
-cmake .. -DCMAKE_BUILD_TYPE=%GPUARRAY_CONFIG% -G "NMake Makefiles"
+cmake .. -DCMAKE_BUILD_TYPE=%GPUARRAY_CONFIG% -G "NMake Makefiles" -DCMAKE_INSTALL_PREFIX=%LIBDIR%
 nmake
+cmake --build . --target install
 cd ..\..
 
-REM Copy lib and export paths
-C:\Windows\System32\robocopy /E libgpuarray %LIBDIR%\libgpuarray > nul
-set PATH=%PATH%;%LIBDIR%\libgpuarray\lib
-
-REM Set conda python path
-set PATH=%PATH%;C:\ProgramData\Miniconda2;C:\ProgramData\Miniconda2\Library\mingw-w64\bin;C:\ProgramData\Miniconda2\Library\usr\bin;C:\ProgramData\Miniconda2\Library\bin;C:\ProgramData\Miniconda2\Scripts
+REM Add conda gcc toolchain path
+set PATH=%PATH%;C:\ProgramData\Miniconda2\Library\mingw-w64\bin;C:\ProgramData\Miniconda2\Library\usr\bin;C:\ProgramData\Miniconda2\Library\bin;C:\ProgramData\Miniconda2\Scripts
 
 REM Build the pygpu modules
 cd libgpuarray
@@ -41,8 +45,7 @@ REM Then install
 python setup.py install --home=%LIBDIR%
 cd ..
 
-
 set THEANO_PARAM=theano --with-timer --timer-top-n 10 --with-xunit --xunit-file=theano_win_pr_tests.xml
 set NAME=pr_win
-set THEANO_FLAGS=%THEANO_FLAGS%,mode=FAST_RUN,floatX=float32,on_opt_error=raise,on_shape_error=raise,cmodule.age_thresh_use=604800,compiledir=%COMPILEDIR:\=\\%,dnn.include_path=C:\\lib\\cuda\\include,dnn.library_path=C:\\lib\\cuda\\lib\\x64,gcc.cxxflags='-I"C:\\Program Files\\NVIDIA GPU Computing Toolkit\\CUDA\\v8.0\\include" -I%LIBDIR:\=\\%\\src -L"C:\\Program Files\\NVIDIA GPU Computing Toolkit\CUDA\\v8.0\\lib\\x64" -L%LIBDIR:\=\\%\\lib'
-python bin\theano-nose %THEANO_PARAM% --xunit-testsuite-name=%NAME%
\ No newline at end of file
+set THEANO_FLAGS=%THEANO_FLAGS%,mode=FAST_RUN,floatX=float32,on_opt_error=raise,on_shape_error=raise,cmodule.age_thresh_use=604800,compiledir=%COMPILEDIR:\=\\%,dnn.include_path=%CUDNNPATH:\=\\%\\include,dnn.library_path=%CUDNNPATH:\=\\%\\lib\\x64,gcc.cxxflags='-I"C:\\Program Files\\NVIDIA GPU Computing Toolkit\\CUDA\\v8.0\\include" -I%LIBDIR:\=\\%\\include -L"C:\\Program Files\\NVIDIA GPU Computing Toolkit\CUDA\\v8.0\\lib\\x64" -L%LIBDIR:\=\\%\\lib'
+python bin\theano-nose %THEANO_PARAM% --xunit-testsuite-name=%NAME%