Skip cudnn test if cudnn isn't there.

theano/gpuarray/tests/test_dnn.py

@@ -2288,6 +2288,11 @@ class Cudnn_grouped_conv(Grouped_conv_noOptim):
     conv_gradw_op = dnn.GpuDnnConvGradW
     conv_gradi_op = dnn.GpuDnnConvGradI
 
+    def __init__(self, *args, **kwargs):
+        if not dnn.dnn_available(test_ctx_name):
+            raise SkipTest(dnn.dnn_available.msg)
+        super(Cudnn_grouped_conv, self).__init__(*args, **kwargs)
+
 
 class Cudnn_grouped_conv3d(Grouped_conv3d_noOptim):
     mode = mode_with_gpu.excluding('conv_gemm')
@@ -2295,6 +2300,11 @@ class Cudnn_grouped_conv3d(Grouped_conv3d_noOptim):
     conv_gradw_op = dnn.GpuDnnConvGradW
     conv_gradi_op = dnn.GpuDnnConvGradI
 
+    def __init__(self, *args, **kwargs):
+        if not dnn.dnn_available(test_ctx_name):
+            raise SkipTest(dnn.dnn_available.msg)
+        super(Cudnn_grouped_conv3d, self).__init__(*args, **kwargs)
+
 
 def test_dnn_spatialtf():
     if not dnn.dnn_available(test_ctx_name):