leezu commented on issue #18120:
URL: 
https://github.com/apache/incubator-mxnet/issues/18120#issuecomment-628320911


   I looked at the CD pipeline and the mkldnn headers are correctly present at 
the time of building the wheel. The issue really is that
   
   
https://github.com/apache/incubator-mxnet/blob/47a38d1101beb5897fe30c9d04f4599cd7636731/tools/pip/setup.py#L152-L154
   
   only runs if the variant is named `"*mkl"` but now we don't use this mkl 
naming scheme anymore.
   
   I'll open a PR to fix the setup.py script.


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