Yes, the AWS Deep Learning AMI comes with MXNet, TensorFlow, Caffe, Theano, Torch, and Keras installed and ready to use:
https://aws.amazon.com/blogs/ai/the-aws-deep-learning-ami-no...
https://aws.amazon.com/blogs/ai/the-aws-deep-learning-ami-no...
Quick Heads up in case anyone wants to do the same. The only European region that supports p2 at the moment is Ireland (I tried Frankfurt at first).