Reported by : Razvan

The bug can be reproduced if you do : 
 z = scan(..)
 c = f(z[-1])
 gp = T.grad(c, p, consider_constant = [ z[-1] ] )

In this case grad will not consider z[-1] constant. Workaround: 

 z = scan(..)
 z_1 = z[-1]
 c = f(z_1)
 gp = T.grad(c,p, consider_constant = [z_1])

 Note : I need to make sure this actually happens .. it might have been an
 artifact of something else when I first got this.