Skip some test when cudnn isn't available and make tests pass when device=gpu.

theano/sandbox/cuda/tests/test_nnet.py

@@ -21,6 +21,7 @@ if theano.config.mode == 'FAST_COMPILE':
 else:
     mode_with_gpu = theano.compile.mode.get_default_mode().including('gpu')
     mode_without_gpu = theano.compile.mode.get_default_mode()
+    mode_without_gpu = mode_without_gpu.excluding('gpu')
 
 
 def test_GpuCrossentropySoftmaxArgmax1HotWithBias():

theano/sandbox/gpuarray/tests/test_dnn.py

@@ -743,6 +743,8 @@ def test_dnn_conv_alpha_output_merge():
 
 
 def test_dnn_conv_grad():
+    if not dnn.dnn_available(test_ctx_name):
+        raise SkipTest(dnn.dnn_available.msg)
     b = 1
     c = 4
     f = 3
@@ -788,6 +790,10 @@ class test_SoftMax(test_nnet.test_SoftMax):
     gpu_grad_op = dnn.GpuDnnSoftmaxGrad
     mode = mode_with_gpu
 
+    def setUp(self):
+        if not dnn.dnn_available(test_ctx_name):
+            raise SkipTest(dnn.dnn_available.msg)
+
     def test_softmax_shape_0(self):
         raise SkipTest("Cudnn doesn't support 0 shapes")