In a work around, warn about the problem so that the real cause get fixed.

theano/gof/opt.py

@@ -8,6 +8,7 @@ import logging
 import pdb
 import sys
 import time
+import warnings
 
 import numpy
 
@@ -731,7 +732,8 @@ def pre_constant_merge(vars):
     seen_var = set()
     # signature -> variable (for constants)
     const_sig_inv = {}
-
+    if isinstance(vars, graph.Variable):
+        vars = [vars]
     def recursive_merge(var):
         if var in seen_var:
             return var
@@ -747,6 +749,10 @@ def pre_constant_merge(vars):
                     return const_sig_inv[sig]
                 const_sig_inv[sig] = var
             except TypeError:  # unhashable type
+                warnings.warn(
+                    "We work around a problem, the following variable"
+                    " signature isn't hashable. Please, report this to"
+                    " theano-dev so that the better fix is done. %s" % var)
                 # Some python object like slice aren't hashable. So
                 # don't merge them here.
                 pass

theano/gof/tests/test_opt.py

@@ -409,3 +409,17 @@ class TestEquilibrium(object):
             _logger.setLevel(oldlevel)
         #print 'after', g
         assert str(g) == '[Op1(x, y)]'
+
+
+def test_pre_constant_merge_slice():
+    ms = theano.tensor.type_other.MakeSlice()(1)
+    pre_constant_merge([ms])
+    const_slice = theano.gof.graph.Constant(
+        type=theano.tensor.type_other.slicetype,
+        data=slice(1, None, 2))
+    adv = theano.tensor.subtensor.AdvancedSubtensor()(theano.tensor.matrix(),
+                                                      [2, 3], const_slice)
+    pre_constant_merge(adv)
+
+    # Make sure constant of slice signature is hashable.
+    hash(const_slice.signature())

theano/tensor/subtensor.py

@@ -1807,6 +1807,8 @@ def as_index_variable(idx):
         return NoneConst.clone()
     if isinstance(idx, slice):
         return make_slice(idx)
+    if isinstance(idx, gof.Variable) and isinstance(idx.type, SliceType):
+        return idx
     idx = theano.tensor.as_tensor_variable(idx)
     if idx.type.dtype[:3] not in ('int', 'uin'):
         raise TypeError('index must be integers')