Thanks for your comment.  

num_workers=0

after
loader = Dataloader(dataset, num_workers=...)
torch.cuda.memory_allocated()/1024**2
103.033203125
after
for images, targets in loader:
torch.cuda.memory_allocated()/1024**2
119.5205078125
336.71630859375
336.76123046875
336.79931640625
…

num_workers=2

after
loader = Dataloader(dataset, num_workers=...)
torch.cuda.memory_allocated()/1024**2
103.033203125
after
for images, targets in loader:
torch.cuda.memory_allocated()/1024**2
119.5205078125
336.71630859375
336.76123046875
336.79931640625
…
And the problem I also found is, sometimes it can actually run even --num_workers=2 or --num_workers=4 in debug mode.
PyTorch version=1.5.0
PS: Maybe I should have to modify the codes like:  Variables, .data.