Control: severity -1 normal

This is not a new problem (I'm not sure if it's got worse per test, or just got noticed because the test suite got longer), so removing the migration block.

The largest (but not only) leaks are
test_pickle_big_fusion (theano.tensor.tests.test_opt.test_fusion)
test_const4 (theano.tensor.tests.test_opt.test_local_subtensor_merge)
test_none_slice (theano.tensor.tests.test_opt.test_local_subtensor_merge)
test_shape_i_const (theano.tensor.tests.test_subtensor.T_subtensor)

Weirdly, memory use increases several times more during one of these tests when it is part of a full testsuite run, than during the same test when it is part of a shorter (e.g. just these few tests) run.

In a short run, the leaked memory belongs to the main test process (not a subprocess) and gc.collect() doesn't free it, but I haven't tried these in a full run.

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