Added the allow_remove_nan paramter to TensorType.values_eq_approx

theano/tensor/basic.py

@@ -488,11 +488,14 @@ class TensorType(Type):
         else:
             return False
     @staticmethod
-    def values_eq_approx(a, b, allow_remove_inf = False):
+    def values_eq_approx(a, b, allow_remove_inf = True, allow_remove_nan = False):
         """
         :param allow_remove_inf: If True, when their is an inf in a,
                                  we allow any value in b in that position.
                                  Event -inf
+        :param allow_remove_nan: If True, when their is a nan in a,
+                                 we allow any value in b in that position.
+                                 Event +-inf
         """
         if type(a) is numpy.ndarray and type(b) is numpy.ndarray:
             if a.shape != b.shape:
@@ -551,6 +554,8 @@ class TensorType(Type):
 
                 if allow_remove_inf:
                     both_inf += a_inf
+                if allow_remove_nan:
+                    both_missing += a_missing
                 
                 # Combine all information.
                 return (cmp_elemwise + both_missing + both_inf).all()