How to do it...

1. The following R command installs MXNet using prebuilt binary packages, and is hassle-free. The drat package is then used to add the dlmc repository from git followed by the mxnet installation:

install.packages("drat", repos="https://cran.rstudio.com")
drat:::addRepo("dmlc")
install.packages("mxnet")

2. The following code helps install MXNet in Ubuntu (V16.04). The first two lines are used to install dependencies and the remaining lines are used to install MXNet, subject to the satisfaction of all the dependencies:

sudo apt-get update
sudo apt-get install -y build-essential git libatlas-base-dev
libopencv-dev
git clone https://github.com/dmlc/mxnet.git ~/mxnet --recursive
cd ~/mxnet
cp make/config.mk .
echo "USE_BLAS=openblas" >>config.mk
make -j$(nproc)

3. If MXNet is to be built for GPU, the following config needs to be updated before the make command:

echo "USE_CUDA=1" >>config.mk
echo "USE_CUDA_PATH=/usr/local/cuda" >>config.mk
echo "USE_CUDNN=1" >>config.mk

4. The following command is used to install MXNet (GPU-based) using Docker with all the dependencies:

docker pull chstone/mxnet-gpu