And, if I recall, MKL is included in Microsoft R Open (previously, Revolution R Open). At least, that's what the instructions here[1] lead me to believe.
Thanks for this, I personally have a license for MKL due to a licensed Intel C++ compiler and it really does a good job. I feel that Intel should do more to get MKL out in the open and more in use by the Open Source community. For instance I would love to have access to their FFT code so I could optimize it for my specific use case, but right now things are a black box. Very excited about CNTK btw, releasing a fully cooked multi machine distributed framework is just awesome.
That's good news. The requirement to purchase the Intel C compiler and tools like MKL before programming their processors efficiently is IMO one of the chief reasons why NVIDIA is kicking them to the curb here with 6.6 TFLOP $1,000 consumer GPUs that come with an enormous toolkit of free candy, including a DNN kernel library that plugs into all the important frameworks.
Compare and contrast with ~1 TFLOP ~$7,000 Xeon CPUs.
I have brought this up with multiple Intel engineers and for the most part they nod and agree. Then they tell me that there's no way Intel would ever start doing things like NVIDIA does here. And then I nod and tell them why I continue to bet on NVIDIA for the immediate future, sigh...
[1] https://mran.revolutionanalytics.com/documents/rro/installat...