Avoid the error CURAND failure 201 - eldakms/CNTK GitHub Wiki
You are probably running on a Pascal GPU (for example a GTX 1080) and are using a Microsoft Cognitive Toolkit compiled with CUDA 7.5.
Starting with CNTK 2 Beta 5 the Window binary packages are generated using NVIDIA CUDA 8 and will not show this problem anymore. Please update you local CNTK version.