pengzhao-intel commented on issue #15483: can compile with MKLDNN + MKLML but 
no MKL
URL: 
https://github.com/apache/incubator-mxnet/issues/15483#issuecomment-509198895
 
 
   @MaeThird thanks for trying MXNet with MKLDNN backend. 
   Yes, it should work without MKL build even in `mshadow`. 
   Could you try the build with 'USE_BLAS=open`?
   
   Please paste the error message when you build without MKL. 

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