Allow external mklml outside of prebuilt mkldnn install directory. (#2291)
Allow external mklml outside of prebuilt mkldnn install directory. (#2291)

* Allow external mklml outside of prebuilt mkldnn install directory.

* Limit prebuilt mkl-dnn support to Linux.

NervanaSystems/ngraph,NervanaSystems/ngraph,NervanaSystems/ngraph,NervanaSystems/ngraph