when using traceback.compile_limit, keep internal stack trace.

doc/library/config.txt

@@ -971,4 +971,5 @@ import theano and print the config variable, as in:
     Bool value, default: 0
 
     The number of user stack level to keep for variables during Theano
-    compilation.
+    compilation. If higher then 0, will make us keep Theano internal
+    stack trace.

theano/configdefaults.py

@@ -574,7 +574,8 @@ AddConfigVar(
 
 AddConfigVar(
     'traceback.compile_limit',
-    "The number of stack to trace to keep during compilation. -1 mean all.",
+    "The number of stack to trace to keep during compilation. -1 mean all."
+    " If greater then 0, will also make us save Theano internal stack trace.",
     IntParam(0),
     in_c_key=False)
 

theano/gof/utils.py

@@ -102,6 +102,9 @@ def add_tag_trace(thing, user_line=None):
              "theano/sparse/", "theano\\sparse\\",
              "theano/typed_list/", "theano\\typed_list\\"]
 
+    if config.traceback.compile_limit > 0:
+        skips = []
+
     tr = simple_extract_stack(limit=user_line, skips=skips)
     # Different python version use different sementic for
     # limit. python 2.7 include the call to extrack_stack. The -1 get