NeoZhangJianyu commented on issue #15391: Fails to build with MKL-DNN on 
Windows (VS 15 14.16), Intel MKL FATAL ERROR
URL: 
https://github.com/apache/incubator-mxnet/issues/15391#issuecomment-506562087
 
 
   @Crunchy9 Several suggestions:
   1. remove all of clones of mkl_intel_thread.dll in your PC. You have 
mentioned that you try to copy them in the folder of EXE in stackoverflow.com.
   If you have installed it by Anaconda, try to remove it too.
   Only keep a copy of it in your PC.
   
   2. Add folder of mkl_intel_thread.dll in $PATH.
   
   3. Reboot PC and enable the $PATH.
   
   4. If not work, please check the 32/64 issue of EXE and mkl_intel_thread.dll.

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