Doc that IfElse with test values evaluate both branches gh-4474.

doc/tutorial/conditions.txt

@@ -75,3 +75,12 @@ is not currently set by default to ``cvm``, it will be in the near future.
 There is no automatic optimization replacing a ``switch`` with a
 broadcasted scalar to an ``ifelse``, as this is not always faster. See
 this `ticket <http://www.assembla.com/spaces/theano/tickets/764>`_.
+
+.. note::
+
+   If you use :ref:`test values <test_values>`, then all branches of
+   the IfElse will be computed. This is normal, as using test_value
+   means everything will be computed when we build it, due to Python's
+   greedy evaluation and the semantic of test value. As we build both
+   branches, they will be executed for test values. This doesn't cause
+   any changes during the execution of the compiled Theano function.

doc/tutorial/debug_faq.txt

@@ -84,6 +84,8 @@ We can here see that the error can be traced back to the line ``z = z + y``.
 For this example, using ``optimizer=fast_compile`` worked. If it did not,
 you could set ``optimizer=None`` or use test values.
 
+.. _test_values:
+
 Using Test Values
 -----------------