The last release of Theano(0.5) has some problem on Windows. You need to install the bleeding edge version. You can update your version like this:
pip install --upgrade --no-deps git+git://github.com/Theano/Theano.git
This should solve the problem. If not, you probably have some conflict with a different installation of gcc. Do you have installed it with cygwin or mingw? EPD installs its own version of mingw.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…