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Hello,
During training cost goes to NAN probably because one of the weights becomes too large and data goes out of bounds of float32. This causes all other weights to become NAN as well. I think classic way to deal with is to add Batch Normalization layers which clips large updates to weights however my limited understanding of Theano and your script prevents me from testing it out... Also cost seems quite high- have you seen similar values with your training? Let me know your thoughts on this:

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