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Revision fbe030b0dcfdc336eb10b80cbb28c37f3e3496b2 authored by KeDengMS on 10 November 2017, 19:48:16 UTC, committed by KeDengMS on 10 November 2017, 19:48:16 UTC 
Switch from CNTKCustomMKL to Intel MKLML. MKLML is released with [Intel MKL-DNN](https://github.com/01org/mkl-dnn/releases) as a trimmed version of Intel MKL for MKL-DNN. To set it up:
 
On Linux:

    sudo mkdir /usr/local/mklml
    sudo wget https://github.com/01org/mkl-dnn/releases/download/v0.11/mklml_lnx_2018.0.1.20171007.tgz
    sudo tar -xzf mklml_lnx_2018.0.1.20171007.tgz -C /usr/local/mklml

On Windows:

    Create a directory on your machine to hold MKLML, e.g. mkdir c:\local\mklml
    Download the file [mklml_win_2018.0.1.20171007.zip](https://github.com/01org/mkl-dnn/releases/download/v0.11/mklml_win_2018.0.1.20171007.zip).
    Unzip it into your MKLML path, creating a versioned sub directory within.
    Set the environment variable `MKLML_PATH` to the versioned sub directory, e.g. setx MKLML_PATH c:\local\mklml\mklml_win_2018.0.1.20171007

This change also enables CPU convolution forward/backward using MKL, which leads to ~4x speedup in AlexNet training.
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README.md

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