In verify_grad, cast the projection to float32.

theano/gradient.py

@@ -1492,7 +1492,7 @@ class numeric_grad(object):
 
 def verify_grad(fun, pt, n_tests=2, rng=None, eps=None,
                 out_type=None, abs_tol=None,
-                rel_tol=None, mode=None, cast_to_output_type=False):
+                rel_tol=None, mode=None, cast_to_output_type=True):
     """Test a gradient by Finite Difference Method. Raise error on failure.
 
     Example:
@@ -1525,6 +1525,9 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None,
         comparison
     :param rel_tol: relative tolerance used as threshold for gradient
         comparison
+    :param cast_to_output_type: if the output is float32 and
+        cast_to_output_type is True, cast the random projection to
+        float32. Otherwise it is float64.
 
     :note: WARNING to unit-test writers: if `op` is a function that builds
         a graph, try to make it a SMALL graph.  Often verify grad is run
@@ -1602,13 +1605,13 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None,
 
     # random_projection should not have elements too small,
     # otherwise too much precision is lost in numerical gradient
-    def random_projection(dtype):
+    def random_projection():
         plain = rng.rand(*o_fn_out.shape) + 0.5
-        if cast_to_output_type:
+        if cast_to_output_type and o_output.dtype == "float32":
             return numpy.array(plain, o_output.dtype)
-        return plain.astype(dtype)
-    dtype = "float32" if all([p.dtype == 'float32' for p in pt]) else "float64"
-    t_r = shared(random_projection(dtype))
+        return plain
+
+    t_r = shared(random_projection())
     t_r.name = 'random_projection'
 
     # random projection of o onto t_r
@@ -1643,7 +1646,7 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None,
 
             # get new random projection for next test
             if test_num < n_tests - 1:
-                t_r.set_value(random_projection(t_r.dtype), borrow=True)
+                t_r.set_value(random_projection(), borrow=True)
         except Exception, e:
             e.args += ("\nThe error happened with the following inputs:", pt,
                        "\nThe value of eps is:", eps,