I'm trying to build the Scala package from source on macOS with MXNet 1.3.0.

Here is what I found:

* Building with CUDA doesn't work, the build just aborts with `nvcc fatal   : 
The version ('9.1') of the host compiler ('Apple clang') is not supported`
* Building with Intel MKL works, however at runtime training a module fails 
with:
`The size of NDArray doesn't match the requested MKLDNN memory desc`.
* Building with MKL but without MKLDNN throws compile errors.
* Apple Accelerate seems faster than OpenBLAS, the documentation says otherwise



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https://github.com/apache/incubator-mxnet/issues/12568 ]
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