Can't import Gluon into mma

In Mathematica 11.2, this code will crash the kernel, I think because mma use old version of MXNet

This hypothesis is correct. I have verified that this works for internal 11.3 builds which use the latest version of MXNet, so it will automatically be fixed when 11.3 is released. It is a bug though that it crashes the kernel. Have reported this.

Bug fixed in 11.3.0

net = Import[
             "C:\\Users\\xzhou\\Desktop\\mxnet_prediction\\SE\\model.json", 
             "MXNet"]
net[{0.1, 0.2, 0.3}]