I succeed in my win10 with build ninja ,so i tell you my way but it’s may must work for you.
first,i update my source code ,and git submodule update --init --recursive to update my third_part.
and then,i set  (USE_MKLDNN=OFF)may no need  to you.
python setup.py build --cmake
python setup.py install
cuda also can use.
i hope you can succeed to build it.
good luck