I managed to get Theano working with either GPU or multicore CPU on Ubuntu 14.04 by following this tutorial.
First I got multicore working (I could verify that in System Monitor). Then, after adding the config below to .theanorc, I got GPU working:
[global]
device = gpu
floatX = float32
I verified it by running the test from the tutorial and checking the execution times, and also by the log message when running my program:
"Using gpu device 0: GeForce GT 525M"
But as soon as GPU started working I wouldn't see multicore in System Monitor anymore. It uses just one core at 100% like before.
How can I use both? Is it even possible?