fix(CircleCI): Set MKL_THREADING_LAYER=GNU in dockefile (#484)

.circleci/docker/Dockerfile

@@ -4,6 +4,10 @@ ARG CUDNN="7"
 
 FROM pytorch/pytorch:${PYTORCH}-cuda${CUDA}-cudnn${CUDNN}-devel
 
+# Set MKL_THREADING_LAYER=GNU to fix issue:
+# https://github.com/pytorch/pytorch/issues/37377
+ENV MKL_THREADING_LAYER GNU
+
 # To fix GPG key error when running apt-get update
 RUN apt-key adv --fetch-keys https://developer.download.nvidia.com/compute/cuda/repos/ubuntu1804/x86_64/3bf863cc.pub
 RUN apt-key adv --fetch-keys https://developer.download.nvidia.com/compute/machine-learning/repos/ubuntu1804/x86_64/7fa2af80.pub