dz/dy = 4(x+2*y)

>>> import numpy
>>> import theano
>>> import theano.tensor as T
>>> x = T.dscalar()
>>> y = T.dscalar()
>>> x, y = T.dscalars('x', 'y')
>>> gy = T.grad(z, y)
>>> fgy = theano.function([x, y], gy)
>>> fgy(1,2)
array(20.0)