Always import gpuarray.rng_mrg to have its optimizer imported.

theano/gpuarray/__init__.py

@@ -29,7 +29,7 @@ from .type import (GpuArrayType, GpuArrayVariable, GpuArrayConstant,
                    GpuArraySharedVariable, gpuarray_shared_constructor,
                    reg_context, get_context, ContextNotDefined)
 from .basic_ops import as_gpuarray_variable
-from . import fft, dnn, opt, nerv, extra_ops, multinomial, reduction
+from . import fft, dnn, opt, nerv, extra_ops, multinomial, reduction, rng_mrg
 
 
 def transfer(x, target):