Ubuntu 16.04 with proprietary AMD driver for OpenCL on Theano.

ubuntu_16_amd_rocm_theano

## Shout out to jarutis here https://gist.github.com/jarutis/ff28bca8cfb9ce0c8b1a
## install Catalyst proprietary
## sudo cp /etc/X11/xorg.conf /etc/X11/xorg.conf.BAK

sudo apt update
sudo apt dist-upgrade

# on a clean install not needed but could be helpful
sudo apt-get remove --purge fglrx*

## install build essentials
sudo apt install linux-headers-generic cmake build-essential git

## Need to download this from here: https://www2.ati.com/drivers/linux/ubuntu/amdgpu-pro-17.30-465504.tar.xz 
## and http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/
# because it requires a browser, you can either download using Xwindows, or I download on my mac and then SCP it to the machine:
# e.g.: scp ~/Downloads/AMD-APP-SDKInstaller-v3.0.130.136-GA-linux64.tar.bz2 ubuntu@IPADDRESS_x.xx.xx.xx:~/Downloads
cd ~/Downloads
tar xf amdgpu-pro-17.30-465504.tar.xz
cd amdgpu-pro-17.30-465504
sudo ./amdgpu-pro-install -y
sudo reboot

## Now clinfo should work

## install AMD APP SDK from ~/Downloads
## Accept the license and install in /opt
cd ~/Downloads
tar xjf AMD-APP-SDKInstaller-v3.0.130.136-GA-linux64.tar.bz2
sudo ./AMD-APP-SDK-v3.0.130.136-GA-linux64.sh 
# Read license, user /opt (default) directory
# log out log back in.

## OPTIONAL (AND DOES NOT WORK) Install ROCM-OpenCL extensions
## sudo apt install -y rocm-amdgpu-pro
echo 'export LLVM_BIN=/opt/amdgpu-pro/bin' | sudo tee /etc/profile.d/amdgpu-pro.sh
export LLVM_BIN=/opt/amdgpu-pro/bin

## install conda and pygpu
sudo apt install curl -y
cd ~/Downloads
curl -O https://repo.continuum.io/archive/Anaconda3-4.2.0-Linux-x86_64.sh
conda install pygpu


## Theano
pip install Theano

THEANO_FLAGS=device=opencl0:0 python test.py

Thank you dude, really appreciated. This worked with the new AMD versions for both packages in 16.04.01