roywei opened a new issue #15211: MXNet built from source does not work with 
horovod
URL: https://github.com/apache/incubator-mxnet/issues/15211
 
 
   From 
https://lists.apache.org/thread.html/6b498b466123b11df023f746fb233117bc58a68818383b0952a9c9e2@%3Cdev.mxnet.apache.org%3E
   
   I was able to verify and reproduce the error.
   
   using MXNet built from source is not able to install Horovod
   
   Steps to reproduce:
   Using AWS Base DLAMI on P3.2xLarge.
   checkout tag 1.5.0.rc0
   
   ``` 
   sudo make -j$(nproc) USE_CUDA=1 USE_CUDA_PATH=/usr/local/cuda USE_CUDNN=1 
USE_NCCL=1 USE_BLAS=openblas
   ```
   ```
   cd python
   pip install -e . --user
   ```
   Able to build successfully and run a simple mnist example.
   ```
   HOROVOD_GPU_ALLREDUCE=NCCL  pip install horovod --user --no-cache-dir -U
   ```
   error
   ``` 
   
home/ubuntu/src/incubator-mxnet/python/mxnet/../../include/mkldnn/mkldnn.h:55:28:
   fatal error: mkldnn_version.h: No such file or directory
       compilation terminated.
       INFO: Unable to build MXNet plugin, will skip it.
   ```

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