Summary:
Turns out that due to the cmake improvement by lukeyeager , we now no longer rely on compiler flags but on the macros.h file to obtain CAFFE2_USE_MKL. This requires some minor changes in the MKL implementation to properly capture the macro before testing it.
Closes https://github.com/caffe2/caffe2/pull/1124
Reviewed By: jerryzh168
Differential Revision: D5705134
Pulled By: Yangqing
fbshipit-source-id: 6f6ad820cdd826818c12cf5aa344533a9324dbe2