Fix DebugMode when a perform raise NotImplementedError. This happen with this…

theano/compile/debugmode.py

@@ -2043,7 +2043,7 @@ class _Linker(gof.link.LocalLinker):
                                       "output storage", i)
                         try:
                             thunk_py()
-                        except utils.MethodNotDefined:
+                        except (utils.MethodNotDefined, NotImplementedError):
                             # shouldn't have put it into the list in
                             # the first place
                             thunk_py = None

theano/tensor/nnet/abstract_conv.py

@@ -306,7 +306,7 @@ class AbstractConv2d(BaseAbstractConv2d):
         raise NotImplementedError(
             'AbstractConv2d theano optimization failed. '
             'Did you exclude both "conv_dnn" and "conv_gemm" from '
-            'the optimizer?')
+            'the optimizer? Is cudnn available and does the GPU support it?')
 
     def grad(self, inp, grads):
         bottom, weights = inp