Fix optimization local_subtensor_of_alloc, and failing test.

theano/tensor/opt.py

@@ -1507,18 +1507,33 @@ def local_subtensor_of_alloc(node):
     if not isinstance(u.owner.op, T.Alloc):
         return False
     slices = T.get_idx_list(node.inputs, node.op.idx_list)
+    val    = u.owner.inputs[0]
     dims   = u.owner.inputs[1:]
     assert len(slices) <= len(dims)
+
+    # Number of dimensions added to val
+    n_added_dims = u.ndim - val.ndim
+    # Dimensions of the returned alloc
     nw_dims = []
-    for sl, dim in zip(slices, dims):
+    # Slices to take from val
+    val_slices = []
+
+    for i, (sl, dim) in enumerate(zip(slices, dims)):
+        # If val was not copied over that dim,
+        # we need to take the appropriate subtensor on it.
+        if i >= n_added_dims:
+            val_slices.append(sl)
+
         csl,_ = T.get_canonical_form_slice(sl, dim)
         if type(csl) is not slice:
-            nw_dims+=[T.constant(1)]
+            # That dimension is removed.
+            pass
         else:
             nw_dims+= [(csl.stop - csl.start)//csl.step]
 
+    nw_val = val[tuple(val_slices)]
     nw_dims += dims[len(slices):]
-    rval = T.alloc(u.owner.inputs[0], *nw_dims)
+    rval = T.alloc(nw_val, *nw_dims)
     if type(rval) not in (list, tuple):
         rval = [rval]
     return rval