Running Mac OS X Sierra High, Python 3.6, got the Error:
ImportError: cannot import name 'downsample', when running python test.py

Solution:
Had to change the following lines to get it work:

#from theano.tensor.signal import downsample
from theano.tensor.signal import pool

#pooled_out = downsample.max_pool_2d(
pooled_out = pool.pool_2d(

and also clear the theano cache: theano-cache purge