changed handling empty strings as stderr, users will just get an error message…

doc/library/config.txt

@@ -340,16 +340,14 @@ import theano and print the config variable, as in:
 
 .. attribute:: profiling.destination
 
-    String value: '', 'stderr', 'stdout', or a name of a
+    String value: 'stderr', 'stdout', or a name of a
     file to be created
 
-    Default ''
+    Default 'stderr'
 
     Name of the destination file for the profiling output.
-    The profiling output can be either directed to stdout,
-    or stderr or an arbitrary file.
-    If string is empty then profiling output is directed
-    to stderr.
+    The profiling output can be either directed to stderr
+    (default), or stdout or an arbitrary file.
 
 .. attribute:: config.lib.amdlibm
 

theano/compile/profiling.py

@@ -69,7 +69,7 @@ AddConfigVar('profiling.destination',
              """
              File destination of the profiling output
              """,
-             StrParam(''),
+             StrParam('stderr'),
              in_c_key=False)
 
 
@@ -77,8 +77,8 @@ def _atexit_print_fn():
     """Print ProfileStat objects in _atexit_print_list to _atexit_print_file
     """
     to_sum = []
-
-    if config.profiling.destination in ['', 'stderr']:
+    
+    if config.profiling.destination == 'stderr':
         destination_file = sys.stderr
     elif config.profiling.destination == 'stdout':
         destination_file = sys.stdout