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Prior theory shows that the time-averaged behavior of high-temperature Gibbs-sampled Ising systems can implement feed-forward neural inference. We turn this theoretical correspondence into a scalable and purely backpropagation-based algorithm for training deep convolutional networks for thermodynamic inference on Ising machine hardware. Our image classification models achieve accuracies of 94.9% on CIFAR-10 and 76.0% on CIFAR-100 under binary Gibbs sampling. We then develop and experimentally validate a mathematical theory relating inference cost to accuracy and controlling autocorrelation times. 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