Seems was lasagne fault. I reverted back theano to 0.8.1 and problem
continued. I reverted back lasagne  to :
pip install --upgrade --no-deps git+git://
github.com/Lasagne/Lasagne.git@5a009f98cb479c6c39157027de830a83462dabc0

And no more "nan's"

Sorry for the trouble. I posted on their forum

2016-08-21 9:45 GMT-03:00 Frédéric Bastien <[email protected]>:

> If you used git to get Theano, try this command
>
> git revlog
>
> Or
>
> git reflog
>
> If you used pip, I don't know. Try the devN one after each other
>
> Le 20 août 2016 21:42, "André Lopes" <[email protected]> a écrit :
>
> Still happening. Im using nesterov momentum and starting with a high
> learning rate.
> Was working fine before i update, but now i dont know which version of
> theano i was using. Probably dev1.
>
> Do you know if i can get it?
> Im desperate, my research has halted because of it.
>
> 2016-08-20 22:26 GMT-03:00 Frédéric Bastien <[email protected]>:
>
>> Try the dev version of Theano. There is some stability upgrade.
>>
>> Fred
>>
>> Le 20 août 2016 08:48, "André Lopes" <[email protected]> a écrit :
>>
>>> Before i updated to theano 0.8.2, i could use learning rate at 0.05.
>>> Now, i keep getting "nan's"
>>>
>>> Tried reinstalling and cleaned theano cache, but it wont help.
>>>
>>> Im wondering if its some new optimization that was added or fastmath
>>> change?
>>>
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