Check y

By using the get_debug_values() function and with flag "theano.config.compute_test_value" turned on, we can now check the value of Y before computing kl or elemwise_kl. Note that this feature should only be expected to work in test time, not for passed values in a real function call.

Should we check every mode of "theano.config.compute_test_value" in the unit test? Or, since it is only a unit test for kl (or elemwise_kl), just testing it on one of the mode will be OK?
You will need to cast the data to the correct `dtype` here, otherwise Travis (the service which runs all the tests automatically) will crash when running in `float32` mode. Basically, always use `.astype(theano.config.floatX)` when setting the values of Theano shared variables.