Adding MKL FAQ.

    ```

    Note that the full test-suite uses up a fair amount of memory. 

    Try running tests for one submodule at a time if memory proves an issue.

Frequently Asked Questions

--------------------------

1. Question: I'm seeing some failures in my test suite having to do with MKL

   ```Intel MKL FATAL ERROR: Cannot load libmkl_avx.so or libmkl_def.so.```

   Answer: This is a general issue with the newest version of `scikit-learn` enabling MKL by default. This doesn't play well with many linux systems. See BVLC/caffe#3884 for discussions. The following seems to fix the issue

   ```bash

   conda install nomkl numpy scipy scikit-learn numexpr

   conda remove mkl mkl-service

   ```