yasserzamani opened a new pull request #11258: [MXNET-540] update python gpu 
build from source instructions on windows
URL: https://github.com/apache/incubator-mxnet/pull/11258
 
 
   ## Description ##
   Recently I built MXNet from source on windows (gpu, python). During the 
process I encountered some issues which I've added fixes here to save others 
time :)
   
   ## Checklist ##
   ### Essentials ###
   - [X] The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to 
the relevant [JIRA issue](https://issues.apache.org/jira/projects/MXNET/issues) 
created (except PRs with tiny changes)
   - [X] Changes are complete (i.e. I finished coding on this PR)
   
   ### Changes ###
   - [X] Update 3 of Visual Studio 2015 is needed.
   - [X] `CUDACXX` and `CUDNN_ROOT` environment variables are needed.
   - [X] Downloading 3rd parties sub modules are needed.
   

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