Cycle leak break (#1856)

* detect and break leaks in custom function

* detect and break leaks in custom function

python/tests/test_autograd.py

@@ -1,5 +1,6 @@
 # Copyright © 2023 Apple Inc.
 
+import gc
 import unittest
 
 import mlx.core as mx
@@ -737,6 +738,38 @@ class TestAutograd(mlx_tests.MLXTestCase):
         expected[4:-5:-2] = tan_b
         self.assertTrue(mx.allclose(grad, expected))
 
+    def test_leaks(self):
+        for transform in [
+            mx.grad,
+            mx.value_and_grad,
+            mx.custom_function,
+            mx.checkpoint,
+        ]:
+            if mx.metal.is_available():
+                mem_pre = mx.metal.get_active_memory()
+            else:
+                mem_pre = 0
+
+            def outer():
+                d = {}
+
+                def f(x):
+                    return d["x"]
+
+                d["f"] = transform(f)
+                d["x"] = mx.array([0] * 1000)
+
+            for _ in range(5):
+                outer()
+                gc.collect()
+
+            if mx.metal.is_available():
+                mem_post = mx.metal.get_active_memory()
+            else:
+                mem_post = 0
+
+            self.assertEqual(mem_pre, mem_post)
+
 
 if __name__ == "__main__":
     unittest.main()