Added speed tip for Theano 0.6

doc/tutorial/faq.txt

@@ -42,6 +42,25 @@ space to allow to reuse them during the next call to the same Theano
 function if they are of the good shape. The shape could change if the
 shape of the inputs change.
 
+Faster Small Theano function
+----------------------------
+
+.. note::
+
+   For Theano 0.6 and up.
+
+For Theano function that don't do much work like a regular logistic
+regression, the overhead of checking the input can be significant. You
+can disable it by setting f.trust_input to True to remove this
+check. Make sure you pass argument as what you said when compiling the
+Theano function.
+
+Also for small Theano function, you can remove more python overhead by
+making a Theano function that don't take any inputs. You can use shared
+variable to help you. Then you can call it like this: ``f.fn()`` or
+``f.fn(n_calls=N)`` to speed up. In the last case, only the last
+function output is returned.
+
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