Raise error if the user try to use shared variable.

theano/compile/builders.py

@@ -47,6 +47,10 @@ class OpFromGraph(gof.Op):
         if 'updates' in kwargs:
             raise TypeError('updates are not allowed in kwargs')
 
+        shared_inputs = [var for var in gof.graph.inputs(outputs)
+                              if isinstance(var, SharedVariable)]
+        if shared_inputs:
+            raise NotImplementedError("OpFromGraph do not support SharedVariable in the inner graph")
         # TODO: the graph may have implicit inputs like
         #       SharedVariable instances.
         #       what impact to they have on the validity of this Op?

theano/compile/tests/test_builders.py

 import numpy
 import unittest
 
-from theano import config
+from theano import config, shared
 
 from theano.compile import function
 
@@ -56,6 +56,23 @@ class T_OpFromGraph(unittest.TestCase):
         zv = numpy.ones((2, 2), dtype=config.floatX)*5
         assert numpy.all(11.0 == fn(xv, yv, zv))
 
+    def test_shared(self):
+        x, y, z = T.matrices('xyz')
+        s = shared(numpy.random.rand(2, 2).astype(config.floatX))
+        e = x + y * z + s
+        self.assertRaises(NotImplementedError, OpFromGraph, [x, y, z], [e], mode='FAST_RUN')
+        return
+        op = OpFromGraph([x, y, z], [e], mode='FAST_RUN')
+        f = op(x, y, z) - op(y, z, x)  # (1+3*5=array of 16) - (3+1*5=array of 8)
+        fn = function([x, y, z], f)
+        xv = numpy.ones((2, 2), dtype=config.floatX)
+        yv = numpy.ones((2, 2), dtype=config.floatX)*3
+        zv = numpy.ones((2, 2), dtype=config.floatX)*5
+        #print function, function.__module__
+        #print fn.maker.fgraph.toposort()
+        assert numpy.allclose(8.0, fn(xv, yv, zv))
+        assert numpy.allclose(8.0, fn(xv, yv, zv))
+
 
 if __name__ == '__main__':
     unittest.main()