Replace deprecation warning with error for return_steps

theano/scan_module/scan.py

@@ -391,12 +391,11 @@ def scan(fn,
             if isinstance(outs_info[i], dict):
                 # DEPRECATED :
                 if outs_info[i].get('return_steps', None):
-                    _logger.warning(
+                    raise ValueError(
                             "Using `return_steps` has been deprecated. "
                             "Simply select the entries you need using a "
                             "subtensor. Scan will optimize memory "
                             "consumption, so do not worry about that.")
-                    return_steps[i] = outs_info[i]['return_steps']
                 # END
 
             if not isinstance(outs_info[i], dict):