Add the trace back to an error message

theano/gradient.py

@@ -3,10 +3,12 @@ from __future__ import print_function
 import six.moves.builtins as builtins
 import logging
 import time
+import traceback
 import warnings
 
 import numpy  # for numeric_grad
 from six import itervalues
+from six.moves import StringIO
 
 import theano
 
@@ -515,6 +517,17 @@ def grad(cost, wrt, consider_constant=None,
             elif disconnected_inputs == 'warn':
                 warnings.warn(message, stacklevel=2)
             elif disconnected_inputs == 'raise':
+                # Add the var trace
+                tr = getattr(var.tag, 'trace', [])
+                if len(tr) > 0:
+                    message += "\nBacktrace when the node is created:\n"
+
+                    # Print separate message for each element in the list of batcktraces
+                    sio = StringIO()
+                    for subtr in tr:
+                        traceback.print_list(subtr, sio)
+                    message += str(sio.getvalue())
+
                 raise DisconnectedInputError(message)
             else:
                 raise ValueError("Invalid value for keyword "