Change an assert to a python error to free the memory correctly.

theano/sandbox/cuda/blas.py

@@ -704,7 +704,7 @@ class GpuConv(GpuOp):
 
     def c_code_cache_version(self):
         # raise this whenever modifying any of the support_code_files
-        return (0, 17)
+        return (0, 18)
 
     def c_support_code_apply(self, node, nodename):
         # REMEMBER TO RAISE c_code_cache_version when changing any of

theano/sandbox/cuda/conv.cu

@@ -855,7 +855,15 @@ CudaNdarray_conv_valid(const CudaNdarray *img, const CudaNdarray * kern,
             return -1;
         }
     }
-    assert (work_complete);
+    if (!work_complete)
+    {
+      PyErr_Format(PyExc_RuntimeError,
+		   "ERROR: no implementation(s) worked for"
+		   " CudaNdarray_conv_valid!"
+		   " Version asked(%d) (-1 mean use an heuristic)",
+		   version);
+	return -1;
+    }
     return 0;
 }