Intel MKL FATAL ERROR: Cannot load libmkl_avx2.so or libmkl_def.so

If you use conda, try with these two commands:

conda install nomkl numpy scipy scikit-learn numexpr
conda remove mkl mkl-service

It should fix your problem.

I ran into this problem after installing anaconda3 (vesion 4.2.0). The fix for me was simple, and I was able to keep using mkl. Just update to the latest numpy version.

conda update numpy