Fix memory leak in scan related to the input and output storage of the inner function.

theano/scan_module/scan_op.py

@@ -1104,6 +1104,13 @@ class Scan(PureOp):
                     # little trick that I used
                     outs[idx][0] = outs[idx][0][:-(n_steps - i)]
 
+        # Make sure to release storage if allow_gc is True
+        if getattr(fn, 'allow_gc', False):
+            for i in input_storage:
+                i.storage[0] = None
+            for o in output_storage:
+                o.storage[0] = None
+
         t_call = time.time() - t0_call
         # NOTE: make this match what's in function_module.Function
         # and this little string helps us to find this spot: