Document that we now support Integer advanced indexing (not boolean mask)

Small fixes

Fix GpuSoftmax[WithBias] Ops to work for large rows

Also in kernel_codegen.py There is a fix then X is strided. The
variable loop_line wasn't checking the stride.

Revert "msvc doesn't understand -Wl,-rpath option"

This reverts commit cc639be5.

This shouldn't be done on the platform, but on the compiler. Anyway,
we won't make GPU op link to BLAS in Pylearn2 for now, so I just
remove this.

msvc doesn't understand -Wl,-rpath option

Added 'on_opt_error=pdb' to fall into pdb on error

Minor fixes

This makes it easier to debug crashes in optimizations.

Also made sample code better PEP8-compliant, and fixed a minor typo in
an error message.

Fixes gh-1353