leezu commented on issue #19690:
URL: 
https://github.com/apache/incubator-mxnet/issues/19690#issuecomment-749005881


   Horovod now fails with 
   
   ```
       In file included from 
/tmp/pip-req-build-bhade3mm/horovod/mxnet/mpi_ops.h:24:0,
                        from 
/tmp/pip-req-build-bhade3mm/horovod/mxnet/mpi_ops.cc:21:
       
/usr/local/lib/python3.6/dist-packages/mxnet/include/mxnet/ndarray.h:41:10: 
fatal error: mkldnn.hpp: No such file or directory
        #include <mkldnn.hpp>
                 ^~~~~~~~~~~~
       compilation terminated.
       horovod/mxnet/CMakeFiles/mxnet.dir/build.make:758: recipe for 
target 'horovod/mxnet/CMakeFiles/mxnet.dir/mpi_ops.cc.o' failed
   ```


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