Re-build the MKL binaries together with OpenMP and update SymSGD to make use of parallelism #2211
Description
The current binaries for MlNetMKLDeps are build with sequential threading, and SymSgd has parallelism turned off.
Now that the legal issues around packaging and re-distributing Open MP are clarified, re-build the ML bits with threading=parallel and update SymSGD.