Small fix to the new error just created.

theano/compile/debugmode.py

@@ -1809,7 +1809,6 @@ class _Linker(gof.link.LocalLinker):
 "The information we have about this optimizations is:" + str(reason) +
 "The original exception: " + str(e))
                             new_e = OptimizationInsertError(msg)
-                            new_e.reason = opt
                             exc_type, exc_value, exc_trace = sys.exc_info()
                             exc_type = OptimizationInsertError
                             exc_value = new_e
@@ -1906,7 +1905,6 @@ class _Linker(gof.link.LocalLinker):
 "The information we have about this optimizations is:" + str(reason) +
 "The original exception: " + str(e))
                             new_e = OptimizationInsertError(msg)
-                            new_e.reason = opt
                             exc_type, exc_value, exc_trace = sys.exc_info()
                             exc_type = OptimizationInsertError
                             exc_value = new_e

theano/compile/tests/test_debugmode.py

@@ -275,7 +275,7 @@ def test_badoptimization_opt_err():
     try:
         f([1.0, 2.0, 3.0], [2, 3, 4],)
     except debugmode.OptimizationInsertError, e:
-        assert str(e.reason) == 'insert_bigger_b_add'
+        assert 'insert_bigger_b_add' in e.message
         return  # TEST PASS
 
     assert False