Add the exception to all the batchnorm ops.

theano/gpuarray/dnn_batchnorm_grad.c

@@ -34,8 +34,10 @@ int dnn_batchnorm_grad(PyGpuArrayObject *inp, PyGpuArrayObject *doutp,
   if (c_set_tensorNd(scale, bn_params) != 0)
     return 1;
 
-  if (epsilon < 1e-5)
+  if (epsilon < 1e-5) {
+    PyErr_Format(PyExc_ValueError, "epsilon must be at least 1e-5, got %f", epsilon);
     return 1;
+  }
 
   if (theano_prep_output(dinp, inp->ga.nd, inp->ga.dimensions, inp->ga.typecode, GA_C_ORDER, c) != 0)
     return 1;

theano/gpuarray/dnn_batchnorm_inf.c

@@ -11,8 +11,10 @@ int dnn_batchnorm_op(PyGpuArrayObject *inp, PyGpuArrayObject *scale,
   if (c_set_tensorNd(scale, bn_params) != 0)
     return 1;
 
-  if (epsilon < 1e-5)
+  if (epsilon < 1e-5) {
+    PyErr_Format(PyExc_ValueError, "epsilon must be at least 1e-5, got %f", epsilon);
     return 1;
+  }
 
   if (theano_prep_output(outp, inp->ga.nd, inp->ga.dimensions, inp->ga.typecode, GA_C_ORDER, c) != 0)
     return 1;