Pickle and Unpickle theano functions

Added a test case to verify if pickle and unpickle a compiled theano function works.
Passed.

This is the follow up of gh-1945
That part (pickle) is completely OS-independant.  There is no way something can work on linux and not on Windows, unless it is a very strange bug.

As for an example see: https://docs.python.org/2/library/functools.html#functools.wraps
Or: https://gist.github.com/abergeron/5cfe4403d31ecb45de42 for a more complex example (with parameters to the decorator)