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Thermodynamic computing devices based on the Ising model show great promise for low-power AI inference and edge computing, but scalable methods for training large models for such hardware remain limited. 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. Subsequently, we calculate asymptotic results showing that inference cost is bounded by a well-controlled tradeoff with performance and exhibit algorithms for computing optimal inference schedules. Finally, we discuss implications for hardware development and the future of high-temperature thermodynamic AI models.