Fix grad of Alloc when we unbroadcast an input.

In some cases it was causing an error in the grad related to
broadcasting. In the test it case bad shape.
Make python setup.py and pip install Theano, install *.pkl files.

This is needed for a test.
Merge pull request #1585 from nouiz/alloc_unbroadcast_grad

Fix grad of Alloc when we unbroadcast an input.