Installation is easy. Checkout the Git repository of RETURNN ( Install all dependencies, which are just Theano and h5py (pip install -r requirements.txt). For Theano usage, make sure that you have this in your ~/.theanorc:

device = cpu
floatX = float32

For TensorFlow, use pip install tensorflow-gpu and make sure that CUDA and cuDNN can be found. For some specific datasets or special layers, additional dependencies might be needed, such as librosa. For running the tests, you need nose.

See Basic usage for the basic usage of RETURNN.