Currently each thunk keep a reference to the its outputs when it finish. So the garbage collection only work for op with perform.

This have been reported by Sander Dieleman in this theano-users thread:

https://groups.google.com/group/theano-users/browse_thread/thread/26a740ab8c9dff80

He made a gist with code to reproduice the problem: https://gist.github.com/1751504