(This was started with Raul Chandias Ferrari)

theano/scalar/basic.py

@@ -2974,7 +2974,39 @@ class Composite(ScalarOp):
         # We need to clone the graph as sometimes its nodes already
         # contain a reference to an fgraph. As we want the Composite
         # to be pickable, we can't have reference to fgraph.
+
+        # Also, if there is Composite in the inner graph, we want to
+        # remove them. In that case, we do a more complicated clone
+        # that will flatten Composite. We don't need to do this
+        # recusively, as the way the fusion optimizer work, we have
+        # only 1 new Composite each time at the output.
+        if not any([isinstance(var.owner.op, Composite) for var in outputs]):
+            # No inner Composite
             inputs, outputs = gof.graph.clone(inputs, outputs)
+        else:
+            # Inner Composite that we need to flatten
+            assert len(outputs) == 1
+            # 1. Create a new graph from inputs up to the
+            # Composite
+            res = theano.compile.rebuild_collect_shared(
+                inputs=inputs,
+                outputs=outputs[0].owner.inputs,
+                copy_inputs_over=False) #  Clone also the inputs
+            # 2. We continue this partial clone with the graph in
+            # the inner Composite
+            res2 = theano.compile.rebuild_collect_shared(
+                inputs=outputs[0].owner.op.inputs,
+                outputs=outputs[0].owner.op.outputs,
+                replace=dict(zip(outputs[0].owner.op.inputs, res[1]))
+            )
+            assert len(res2[1]) == len(outputs)
+            assert len(res[0]) == len(inputs)
+            assert res[0] != inputs
+            inputs, outputs = res[0], res2[1]
+            # Next assert comment just for speed
+            assert not any([isinstance(node.op, Composite) for node in
+                            theano.gof.graph.ops(inputs, outputs)])
+
         self.inputs = copy(inputs)
         self.outputs = copy(outputs)
         self.inputs_type = tuple([input.type for input in inputs])