Hi,

I just ran into this problem when using `theano.gradient.jacobian`. 
Previous posts show sampling in computation may be the reason, but I think 
I have blocked it with consider_constant. 
Is there anything wrong?

Simplified code:
import theano
import theano.tensor as T
from theano.sandbox import rng_mrg

srng = rng_mrg.MRG_RandomStreams(seed=7297)
h_samples = srng.normal(avg=0, std=2, size=(10, 20))
bq = T.fmatrix('bq')
q = (h_samples - bq).flatten()
jacob = theano.gradient.jacobian(q, [bq], consider_constant=[h_samples])  # 
Exception here

Thanks.

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