Install Intel Python
Intel Distribution for Python utilizes the conda package manager, set to the “intel” channel.
Pros: Intel Python uses highly accelerated math library versions of popular packages like Numpy, Scikit-learn, etc. reside.
Cons: Intel Python is slow to update to new library versions. Anaconda updates within a couple days, but Intel might take weeks or months to update the libraries.
Note that standard Anaconda Python already gives MKL performance in some libraries like Numpy and Scipy. We generally use the regular Anaconda (instead of Intel Python) to get updated libraries with most of them having MKL.