Make flag mode=NanGuardMode work and make it user provided optimizer

theano/compile/mode.py

@@ -387,12 +387,17 @@ def get_mode(orig_string):
                 default_mode_class):
             return instanciated_default_mode
 
-    if string in ['Mode', 'ProfileMode', 'DebugMode']:
+    if string in ['Mode', 'ProfileMode', 'DebugMode', 'NanGuardMode']:
         if string == 'DebugMode':
             # need to import later to break circular dependency.
             from .debugmode import DebugMode
             # DebugMode use its own linker.
             ret = DebugMode(optimizer=config.optimizer)
+        elif string == 'NanGuardMode':
+            # need to import later to break circular dependency.
+            from .nanguardmode import NanGuardMode
+            # DebugMode use its own linker.
+            ret = NanGuardMode(True, True, True, optimizer=config.optimizer)
         else:
             # This might be required if the string is 'ProfileMode'
             from .profilemode import ProfileMode  # noqa

theano/compile/nanguardmode.py

@@ -110,9 +110,15 @@ class NanGuardMode(Mode):
     big_is_error : bool
         If True, raise an error when a value greater than 1e10 is encountered.
 
+    Note
+    ----
+        We ignore the linker parameter
     """
-
-    def __init__(self, nan_is_error, inf_is_error, big_is_error=True):
+    # We currently loose the 3 first param freuquently, when calling
+    # mode.including() and variant.
+    def __init__(self, nan_is_error=True, inf_is_error=True, big_is_error=True,
+                 optimizer=None, linker=None):
+        self.provided_optimizer = optimizer
         cuda_compile_failed = False
         if cuda.cuda_available:
             self.guard_input = cuda.fvector('nan_guard')
@@ -246,4 +252,4 @@ class NanGuardMode(Mode):
         wrap_linker = theano.gof.WrapLinker([theano.gof.OpWiseCLinker()],
                                             nan_check)
         super(NanGuardMode, self).__init__(wrap_linker,
-                                           optimizer=theano.config.optimizer)
+                                           optimizer=self.provided_optimizer)

theano/configdefaults.py

@@ -150,6 +150,7 @@ AddConfigVar(
     'mode',
     "Default compilation mode",
     EnumStr('Mode', 'ProfileMode', 'DebugMode', 'FAST_RUN',
+            'NanGuardMode',
             'FAST_COMPILE', 'PROFILE_MODE', 'DEBUG_MODE'),
     in_c_key=False)