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?
Please have a look at NumPy's `testing.assert_raises` method. You can simply replace lines 101-108 with:

```python
np.testing.assert_raises(ValueError, kl, Y, Y_hat, 1)
```