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
Do not change config value like this. You never know the order of tests and this could change the default for following tests. You should do something like:

orig=theano.config....
try:
   theano.config...=...
   ...
finally:
  theano.config....=orig