Perhaps this is a really dumb question …
Would the custom Theano Op Integrate work when either start or stop are infinite? I wonder because it called scipy.intergrate.quad and this function does calculate infinite integrals.
Edit: I get the error TypeError: Cannot convert Type TensorType(float32, scalar) (of Variable a) into Type TensorType(float64, scalar). You can try to manually convert a into a TensorType(float64, scalar). when trying to run this.