enable jenkins for mkldnn unittest

[ashokei]

Description

mkl-dnn operators only get triggered for certain tensor shapes, this PR adds mkldnn specific unittest, and enables jenkins for it. This is removed separated from #10021 , so we can merge it.

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the relevant JIRA issue created (except PRs with tiny changes)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at http://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes

• Feature1, tests, (and when applicable, API doc)
• Feature2, tests, (and when applicable, API doc)

Comments

• If this change is a backward incompatible change, why must this change be made.
• Interesting edge cases to note here

[ashokei]

@marcoabreu you already accepted these changes under #10021 , i just moved unittest and jenkins specific stuff into separate PR, as that PR is not being merged. Can you please merge this, as the changes are already ok by you. thanks.

[zheng-da]

@ashokei maybe you don't need to move the unit test, which is specific to your fix.
I was thinking of your modification in Jenkins. If your modification in Jenkins is merged, all other PRs can just add tests in tests/python/mkl/.

[marcoabreu]

@zheng-da @ashokei please ping me if there's any action requested from me. Since this PR is closed, I'll wait for further notice

[zheng-da]

This PR isn't needed any more. The test in the PR has been merged in another PR.