NoseTester must be initialized at the package level.

theano/__init__.py

@@ -168,14 +168,13 @@ def get_scalar_constant_value(v):
     return tensor.get_scalar_constant_value(v)
 
 
-def test(**kwds):
-    try:
+try:
     from theano.tests import TheanoNoseTester
-    except ImportError:
+except ImportError:
     raise ImportError("The nose module is not installed."
                       " It is needed for Theano tests.")
-    else:
-        return TheanoNoseTester().test(**kwds)
+else:
+    test = TheanoNoseTester().test
 
 # This cannot be done in tensor/__init__.py due to a circular dependency -- randomstreams
 # depends on raw_random which depends on tensor.  As a work-around, we import RandomStreams