You might have declared your variable as a float but are using it as an int.

>From the logistic regression example on 
http://deeplearning.net/tutorial/logreg.html#logreg :

        shared_y = theano.shared(numpy.asarray(data_y,
                                               dtype=theano.config.floatX),
                                 borrow=borrow)
        # When storing data on the GPU it has to be stored as floats
        # therefore we will store the labels as ``floatX`` as well
        # (``shared_y`` does exactly that). But during our computations
        # we need them as ints (we use labels as index, and if they are
        # floats it doesn't make sense) therefore instead of returning
        # ``shared_y`` we will have to cast it to int. This little hack
        # lets ous get around this issue
        return shared_x, T.cast(shared_y, 'int32')

You can see they cast the "shared_y" variable to an integer: 
T.cast(shared_y, 'int32')

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