Fix test, compile less, doc, add tests.

You are right that this will create the attribute. But this is fine. Only old pickled stuff do not have it. Also, in that case, this is the behavior we have elsewhere in Theano. So we are consistent in what we do in that case, check the gof/link.py file.

All new op have it created by default to theano.config.cxx, check the file gof/op.py