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?
One last comment: Purely binary suggests that elements of `Y` must be in the set {0, 1}, but really they just need to be in the interval (0, 1), which is what you test here. So just change the message to something like `"Y is expected to be between 0 and 1. Either Y < 0 or Y > 1 is found in the input."`