Thanks @grygielski for the proposal. I definitely agree with the premise of 
this proposal: most users do not know/care about denormals and they just get in 
the way of good performance for some use cases.

For ease of use, I would encourage disabling denormals by default and go for 
option 2 or 4 (so set FTZ and DAZ), since the users that need denormals for 
accuracy usually know about denormals in the first place, whereas for the 
general users, denormals will likely not make any difference for accuracy but 
will impact performance.

I have no opinion on which one is the best for code simplicity/maintenance 
though, so I let the MXNet contributors further comment on that.

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