Hi @azai91 , you can try to use llvm from `brew install llvm` instead of apple 
llvm built in xcode to enable OPENMP on both mxnet and mkldnn level. And I 
found this llvm also supports OPENCV well compared with `brew install gcc`. 
Details are as below:
```
brew install llvm
# .bash_profile
export LIBRARY_PATH=/usr/local/Cellar/llvm/6.0.1/lib/
# config.mk and mkldnn.mk
CC=/usr/local/Cellar/llvm/6.0.1/bin/clang 
CXX=/usr/local/Cellar/llvm/6.0.1/bin/clang++
```
And I get better performance on our local iMac Pro (Xeon W 8 cores with 
AVX-512):
```
INFO:root:network: vgg-16
INFO:root:device: cpu(0)
INFO:root:batch size  1, image/sec: 20.913986
INFO:root:batch size 16, image/sec: 24.273071
INFO:root:batch size 32, image/sec: 24.704907
INFO:root:batch size 64, image/sec: 24.946080
INFO:root:batch size 128, image/sec: 25.074148
INFO:root:batch size 256, image/sec: 25.262900
INFO:root:network: inception-v3
INFO:root:device: cpu(0)
INFO:root:batch size  1, image/sec: 41.431404
INFO:root:batch size 16, image/sec: 54.312317
INFO:root:batch size 32, image/sec: 54.604119
INFO:root:batch size 64, image/sec: 54.395680
INFO:root:batch size 128, image/sec: 54.410785
INFO:root:batch size 256, image/sec: 54.614424
INFO:root:network: inception-v4
INFO:root:device: cpu(0)
INFO:root:batch size  1, image/sec: 20.715221
INFO:root:batch size 16, image/sec: 26.249734
INFO:root:batch size 32, image/sec: 26.197659
INFO:root:batch size 64, image/sec: 26.161530
INFO:root:batch size 128, image/sec: 26.247461
INFO:root:batch size 256, image/sec: 26.313875
INFO:root:network: resnet-50
INFO:root:device: cpu(0)
INFO:root:batch size  1, image/sec: 40.505148
[23:07:34] src/operator/nn/mkldnn/mkldnn_base.cc:74: Allocate 51380224 bytes 
with malloc directly
INFO:root:batch size 16, image/sec: 41.431191
INFO:root:batch size 32, image/sec: 40.563484
INFO:root:batch size 64, image/sec: 37.070624
INFO:root:batch size 128, image/sec: 37.709096
INFO:root:batch size 256, image/sec: 37.448483
INFO:root:network: resnetv1-50
INFO:root:device: cpu(0)
INFO:root:batch size  1, image/sec: 41.701090
INFO:root:batch size 16, image/sec: 43.132788
INFO:root:batch size 32, image/sec: 41.613291
INFO:root:batch size 64, image/sec: 38.133290
INFO:root:batch size 128, image/sec: 38.839577
INFO:root:batch size 256, image/sec: 38.853521
INFO:root:network: mobilenet
INFO:root:device: cpu(0)
INFO:root:batch size  1, image/sec: 200.916080
INFO:root:batch size 16, image/sec: 287.614019
INFO:root:batch size 32, image/sec: 277.838051
INFO:root:batch size 64, image/sec: 274.474078
INFO:root:batch size 128, image/sec: 273.622323
INFO:root:batch size 256, image/sec: 273.445636
```

[ Full content available at: 
https://github.com/apache/incubator-mxnet/pull/12724 ]
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