Azure Machine Learning Studio execute python script, Theano unable to execute optimized C-implementations (for both CPU and GPU)
I don't think you can fix that - the Python script environment in Azure ML Studio is rather locked down, you can't really configure it (except for choosing from a small selection of Anaconda/Python versions). 
You might be better off using the new Azure ML service, which allows you considerably more configuration options (including using GPUs and the like).
I am execute a python script in Azure machine learning studio. I am including other python scripts and python library, Theano. I can see the Theano get loaded and I got the proper result after script executed. But I saw the error message:

WARNING (theano.configdefaults): g++ not detected ! Theano will be unable to execute optimized C-implementations (for both CPU and GPU) and will default to Python implementations. Performance will be severely degraded. To remove this warning, set Theano flags cxx to an empty string.

Did anyone know how to solve this problem? Thanks!